Managing the risks of energy efficiency insurances in a portfolio context: An actuarial diversification approach

“Options, Futures, and Other Derivatives”

AMBER – ABBS Management Business and Entrepreneurship Review · 2016 · 5.1K citations · Full text

Option Pricing, Asset Pricing, Derivative Instruments +15

Equilibrium in Competitive Insurance Markets: An Essay on the Economics of Imperfect Information

Michael Rothschild, Joseph E. Stiglitz · The Quarterly Journal of Economics · 1976 · 5K citations

Automatic Time Series Forecasting: The<b>forecast</b>Package for<i>R</i>

Rob J. Hyndman, Yeasmin Khandakar · Journal of Statistical Software · 2008 · 3.3K citations · Full text

Forecasting Methodology, Engineering, Business Analytics +16

Risk Management: Coordinating Corporate Investment and Financing Policies

Kenneth Froot, David Scharfstein, Jeremy C. Stein · The Journal of Finance · 1993 · 3K citations

Financial Risk Management, International Investment, Investment Risk +18

Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask

Christian Genest, Anne‐Catherine Favre · Journal of Hydrologic Engineering · 2007 · 1.6K citations

Engineering, Were Afraid, Modeling Method +22