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Future Perspectives in Risk Models and Finance

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Table of Contents

Estimation Theory for Generalized Linear Models.- New Distorsion Risk Measure Based on Bimodal Distributions.- Stress Testing Engineering: Risk Vs Incident.- The Skin In The Game Heuristic for Protection Against Tail Events.- The Fragility Theorem.- Financial Modeling, Memory and Mathematical Systems.- Asset price modeling: from Fractional to Multifractional Processes.- Financial Analytics and A Binomial Pricing Model.

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