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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التفاصيل البيبلوغرافية
التنسيق: Online
اللغة:الإنجليزية
منشور في: MDPI - Multidisciplinary Digital Publishing Institute 2021
الموضوعات:
الوصول للمادة أونلاين:ONIX_20210501_9783039362981_448
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collection Directory of Open Access Books
description 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 capital insurance and the impact of capital requirement, risk measures, and optimal portfolio and optimal reinsurance under risk constraint. Most articles study the financial sector and insurance companies after the financial crisis of 2008–2009 circa ten years prior. The COVID-19 global pandemic in 2020 has caused similar or even greater challenges for the entire economy. Therefore, this Special Issue will be useful for anyone interested in systemic risk management.
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publishDate 2021
publishDateRange 2021
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publisher MDPI - Multidisciplinary Digital Publishing Institute
publisherStr MDPI - Multidisciplinary Digital Publishing Institute
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spelling doab-20.500.12854ir-687022024-04-14T13:03:26Z Systemic Risk and Reinsurance Tian, Weidong 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 thema EDItEUR::W Lifestyle, Hobbies and Leisure::WC Antiques, vintage and collectables::WCF Collecting coins, banknotes, medals and other related items 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 capital insurance and the impact of capital requirement, risk measures, and optimal portfolio and optimal reinsurance under risk constraint. Most articles study the financial sector and insurance companies after the financial crisis of 2008–2009 circa ten years prior. The COVID-19 global pandemic in 2020 has caused similar or even greater challenges for the entire economy. Therefore, this Special Issue will be useful for anyone interested in systemic risk management. 2021-05-01T15:27:11Z 2021-05-01T15:27:11Z 2020 book ONIX_20210501_9783039362981_448 9783039362981 9783039362998 https://directory.doabooks.org/handle/20.500.12854/68702 eng application/octet-stream Attribution 4.0 International https://mdpi.com/books/pdfview/book/2468 https://mdpi.com/books/pdfview/book/2468 MDPI - Multidisciplinary Digital Publishing Institute 10.3390/books978-3-03936-299-8 10.3390/books978-3-03936-299-8 46cabcaa-dd94-4bfe-87b4-55023c1b36d0 9783039362981 9783039362998 146 Basel, Switzerland open access
spellingShingle 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
thema EDItEUR::W Lifestyle, Hobbies and Leisure::WC Antiques, vintage and collectables::WCF Collecting coins, banknotes, medals and other related items
Systemic Risk and Reinsurance
title Systemic Risk and Reinsurance
title_full Systemic Risk and Reinsurance
title_fullStr Systemic Risk and Reinsurance
title_full_unstemmed Systemic Risk and Reinsurance
title_short Systemic Risk and Reinsurance
title_sort systemic risk and reinsurance
topic 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
thema EDItEUR::W Lifestyle, Hobbies and Leisure::WC Antiques, vintage and collectables::WCF Collecting coins, banknotes, medals and other related items
topic_facet 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
thema EDItEUR::W Lifestyle, Hobbies and Leisure::WC Antiques, vintage and collectables::WCF Collecting coins, banknotes, medals and other related items
url ONIX_20210501_9783039362981_448