Book ; Online: Systemic Risk and Reinsurance
2020
Keywords | 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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Size | 1 electronic resource (146 pages) |
Publisher | MDPI - Multidisciplinary Digital Publishing Institute |
Publishing place | Basel, Switzerland |
Document type | Book ; Online |
Note | English ; Open Access |
HBZ-ID | HT021044744 |
ISBN | 9783039362998 ; 3039362992 |
Database | ZB MED Catalogue: Medicine, Health, Nutrition, Environment, Agriculture |
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