What are risk sciences?
2025
This article articulates a conceptual framework for risk sciences—an emerging interdisciplinary field dedicated to the study of risk and uncertainty across natural, social, economic, management, technological...
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Interpretability in deep learning for finance: A case study for the Heston model
Available online 19 August 2025
Deep learning is a powerful tool whose applications in quantitative finance are growing every day. Yet, artificial neural networks behave as black boxes, and this introduces risks, hindering validation...
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Data-enriched Prediction of Insurance Risk
Available online 6 August 2025
In this study, we examine the impact of big data and corresponding prediction techniques on insurance risk assessment. We demonstrate that both big data and the Least Absolute Shrinkage and Selection...
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Axiomatic characterizations of certain simple risk-sharing rules
Available online 21 July 2025
In this paper, we present axiomatic characterizations of certain simple risk-sharing (RS) rules, such as uniform, mean-proportional and covariance-based linear RS rules. These characterizations facilitate...
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Fundamentals of non-parametric statistical inference for integrated quantiles
Available online 5 July 2025
We present a general non-parametric statistical inference theory for integrals of quantiles without assuming any specific sampling design or dependence structure. Technical considerations are accompanied...
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