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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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Guardat en:
Format: Online
Idioma:anglès
Publicat: MDPI - Multidisciplinary Digital Publishing Institute 2021
Matèries:
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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Accés en línia:ONIX_20210501_9783039362981_448
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