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Systemic Risk and Reinsurance

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...

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Bibliographic Details
Other Authors: Tian, Weidong (Editor)
Format: Electronic Book Chapter
Language:English
Published: Basel, Switzerland MDPI - Multidisciplinary Digital Publishing Institute 2020
Subjects:
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
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