The network structure and systemic risk in the global non-life insurance market

DOI10.1016/J.INSMATHECO.2015.12.004zbMath1348.91278OpenAlexW3125244139MaRDI QIDQ282265

Masayasu Kanno

Publication date: 12 May 2016

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2015.12.004

zbMATH Keywords

systemic riskcontagious defaultG-SIIsinterconnectednessnetwork indicator

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Credit risk (91G40)

Related Items (2)

A continuous-time theory of reinsurance chains ⋮ Empirically assessing and modeling spillover effects from operational risk events in the insurance industry

Cites Work

• Unnamed Item
• Systemic Risk in Financial Systems
• Risk Assessment for Banking Systems
• MAXIMUM LIKELIHOOD ESTIMATION USING PRICE DATA OF THE DERIVATIVE CONTRACT
• Network topology of the interbank market
• Filling in the blanks: network structure and interbank contagion
• Modelling the emergence of the interbank networks

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