Systemic Risk and Reinsurance

• Andere auteurs: Tian, Weidong (Redacteur)
• Formaat: Elektronisch Hoofdstuk
• Taal: Engels
• Gepubliceerd in: Basel, Switzerland MDPI - Multidisciplinary Digital Publishing Institute 2020
• Onderwerpen: Coins, banknotes, medals, seals (numismatics); optimal reinsurance; general risk measure; risk sharing; systemic risk; capital insurance; welfare; equilibrium; conditional value-at-risk; mean-CVaR portfolio optimization; risk minimization; Neyman-Pearson problem; interconnectedness; financial conglomerate; contagion; capital requirement for premium risk; collective risk model; reinsurance strategies; Solvency II; community structure; complex networks; financial markets; insurance sector; deltaCoVaR; minimum spanning trees-topological indicators; tail dependence
• Online toegang: DOAB: download the publication; DOAB: description of the publication

This Special Issue covers the topic of timely vital risk management - systemic risk - from many important perspectives. It includes novel and scientific approaches from the network with topological indicators on systemic risk, community analysis of the global financial system, welfare analysis of ca...