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...
Saved in:
| Sonstige: | |
|---|---|
| Year of Publication: | 2020 |
| Language: | English |
| Physical Description: | 1 electronic resource (146 p.) |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| id |
993545121204498 |
|---|---|
| ctrlnum |
(CKB)5400000000040713 (oapen)https://directory.doabooks.org/handle/20.500.12854/68702 (EXLCZ)995400000000040713 |
| collection |
bib_alma |
| record_format |
marc |
| spelling |
Tian, Weidong edt Systemic Risk and Reinsurance Basel, Switzerland MDPI - Multidisciplinary Digital Publishing Institute 2020 1 electronic resource (146 p.) text txt rdacontent computer c rdamedia online resource cr rdacarrier 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. English Coins, banknotes, medals, seals (numismatics) bicssc 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 3-03936-298-4 3-03936-299-2 Tian, Weidong oth |
| language |
English |
| format |
eBook |
| author2 |
Tian, Weidong |
| author_facet |
Tian, Weidong |
| author2_variant |
w t wt |
| author2_role |
Sonstige |
| title |
Systemic Risk and Reinsurance |
| spellingShingle |
Systemic Risk and Reinsurance |
| title_full |
Systemic Risk and Reinsurance |
| title_fullStr |
Systemic Risk and Reinsurance |
| title_full_unstemmed |
Systemic Risk and Reinsurance |
| title_auth |
Systemic Risk and Reinsurance |
| title_new |
Systemic Risk and Reinsurance |
| title_sort |
systemic risk and reinsurance |
| publisher |
MDPI - Multidisciplinary Digital Publishing Institute |
| publishDate |
2020 |
| physical |
1 electronic resource (146 p.) |
| isbn |
3-03936-298-4 3-03936-299-2 |
| illustrated |
Not Illustrated |
| work_keys_str_mv |
AT tianweidong systemicriskandreinsurance |
| status_str |
n |
| ids_txt_mv |
(CKB)5400000000040713 (oapen)https://directory.doabooks.org/handle/20.500.12854/68702 (EXLCZ)995400000000040713 |
| carrierType_str_mv |
cr |
| is_hierarchy_title |
Systemic Risk and Reinsurance |
| author2_original_writing_str_mv |
noLinkedField |
| _version_ |
1787548505436323840 |
| fullrecord |
<?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02597nam-a2200589z--4500</leader><controlfield tag="001">993545121204498</controlfield><controlfield tag="005">20231214132828.0</controlfield><controlfield tag="006">m o d </controlfield><controlfield tag="007">cr|mn|---annan</controlfield><controlfield tag="008">202105s2020 xx |||||o ||| 0|eng d</controlfield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(CKB)5400000000040713</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(oapen)https://directory.doabooks.org/handle/20.500.12854/68702</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(EXLCZ)995400000000040713</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Tian, Weidong</subfield><subfield code="4">edt</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Systemic Risk and Reinsurance</subfield></datafield><datafield tag="260" ind1=" " ind2=" "><subfield code="a">Basel, Switzerland</subfield><subfield code="b">MDPI - Multidisciplinary Digital Publishing Institute</subfield><subfield code="c">2020</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 electronic resource (146 p.)</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="a">text</subfield><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="a">computer</subfield><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="a">online resource</subfield><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="520" ind1=" " ind2=" "><subfield code="a">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.</subfield></datafield><datafield tag="546" ind1=" " ind2=" "><subfield code="a">English</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Coins, banknotes, medals, seals (numismatics)</subfield><subfield code="2">bicssc</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">optimal reinsurance</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">general risk measure</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">risk sharing</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">systemic risk</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">capital insurance</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">welfare</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">equilibrium</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">conditional value-at-risk</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">mean-CVaR portfolio optimization</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">risk minimization</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">Neyman–Pearson problem</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">interconnectedness</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">financial conglomerate</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">contagion</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">capital requirement for premium risk</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">collective risk model</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">reinsurance strategies</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">Solvency II</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">community structure</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">complex networks</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">financial markets</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">insurance sector</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">deltaCoVaR</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">minimum spanning trees—topological indicators</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">tail dependence</subfield></datafield><datafield tag="776" ind1=" " ind2=" "><subfield code="z">3-03936-298-4</subfield></datafield><datafield tag="776" ind1=" " ind2=" "><subfield code="z">3-03936-299-2</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Tian, Weidong</subfield><subfield code="4">oth</subfield></datafield><datafield tag="906" ind1=" " ind2=" "><subfield code="a">BOOK</subfield></datafield><datafield tag="ADM" ind1=" " ind2=" "><subfield code="b">2023-12-15 05:32:29 Europe/Vienna</subfield><subfield code="f">system</subfield><subfield code="c">marc21</subfield><subfield code="a">2022-04-04 09:22:53 Europe/Vienna</subfield><subfield code="g">false</subfield></datafield><datafield tag="AVE" ind1=" " ind2=" "><subfield code="i">DOAB Directory of Open Access Books</subfield><subfield code="P">DOAB Directory of Open Access Books</subfield><subfield code="x">https://eu02.alma.exlibrisgroup.com/view/uresolver/43ACC_OEAW/openurl?u.ignore_date_coverage=true&portfolio_pid=5337908880004498&Force_direct=true</subfield><subfield code="Z">5337908880004498</subfield><subfield code="b">Available</subfield><subfield code="8">5337908880004498</subfield></datafield></record></collection> |