02721nam 2200625z- 450 991055713400332120231214132828.0(CKB)5400000000040713(oapen)https://directory.doabooks.org/handle/20.500.12854/68702(EXLCZ)99540000000004071320202105d2020 |y 0engurmn|---annantxtrdacontentcrdamediacrrdacarrierSystemic Risk and ReinsuranceBasel, SwitzerlandMDPI - Multidisciplinary Digital Publishing Institute20201 electronic 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.Coins, banknotes, medals, seals (numismatics)bicsscoptimal reinsurancegeneral risk measurerisk sharingsystemic riskcapital insurancewelfareequilibriumconditional value-at-riskmean-CVaR portfolio optimizationrisk minimizationNeyman–Pearson probleminterconnectednessfinancial conglomeratecontagioncapital requirement for premium riskcollective risk modelreinsurance strategiesSolvency IIcommunity structurecomplex networksfinancial marketsinsurance sectordeltaCoVaRminimum spanning trees—topological indicatorstail dependenceCoins, banknotes, medals, seals (numismatics)Tian Weidongedt1293416Tian WeidongothBOOK9910557134003321Systemic Risk and Reinsurance3022599UNINA