02760nam 2200637z- 450 991055713400332120210501(CKB)5400000000040713(oapen)https://directory.doabooks.org/handle/20.500.12854/68702(oapen)doab68702(EXLCZ)99540000000004071320202105d2020 |y 0engurmn|---annantxtrdacontentcrdamediacrrdacarrierSystemic Risk and ReinsuranceBasel, SwitzerlandMDPI - Multidisciplinary Digital Publishing Institute20201 online resource (146 p.)3-03936-298-4 3-03936-299-2 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.Collecting coins, banknotes, medals and other related itemsbicssccapital insurancecapital requirement for premium riskcollective risk modelcommunity structurecomplex networksconditional value-at-riskcontagiondeltaCoVaRequilibriumfinancial conglomeratefinancial marketsgeneral risk measureinsurance sectorinterconnectednessmean-CVaR portfolio optimizationminimum spanning trees-topological indicatorsNeyman-Pearson problemoptimal reinsurancereinsurance strategiesrisk minimizationrisk sharingSolvency IIsystemic risktail dependencewelfareCollecting coins, banknotes, medals and other related itemsTian Weidongedt1293416Tian WeidongothBOOK9910557134003321Systemic Risk and Reinsurance3022599UNINA