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

DOI10.1016/J.INSMATHECO.2015.12.004zbMATH Open1348.91278OpenAlexW3125244139MaRDI QIDQ282265FDOQ282265

Authors: 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

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zbMATH Keywords

systemic riskcontagious defaultG-SIIsinterconnectednessnetwork indicator

Mathematics Subject Classification ID

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

Cites Work

• Systemic risk in financial systems
• Social and economic networks.
• 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

Cited In (2)

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

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