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...
محفوظ في:
| التنسيق: | Online |
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| اللغة: | الإنجليزية |
| منشور في: |
MDPI - Multidisciplinary Digital Publishing Institute
2021
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| الموضوعات: | |
| الوصول للمادة أونلاين: | ONIX_20210501_9783039362981_448 |
| الوسوم: |
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| _version_ | 1869517820004401152 |
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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. |
| format | Online |
| id | doab-20.500.12854ir-68702 |
| institution | Directory of Open Access Books |
| language | eng |
| publishDate | 2021 |
| publishDateRange | 2021 |
| publishDateSort | 2021 |
| publisher | MDPI - Multidisciplinary Digital Publishing Institute |
| publisherStr | MDPI - Multidisciplinary Digital Publishing Institute |
| record_format | ojs |
| 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 |