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

DOI10.1016/J.INSMATHECO.2015.12.004MaRDI QIDQ282265zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

systemic riskcontagious defaultG-SIIsinterconnectednessnetwork indicator

Mathematics Subject Classification ID

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

Recommendations

• Insurance risk analysis of financial networks vulnerable to a shock
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Cites work

• Filling in the blanks: network structure and interbank contagion
• MAXIMUM LIKELIHOOD ESTIMATION USING PRICE DATA OF THE DERIVATIVE CONTRACT
• Modelling the emergence of the interbank networks
• Network topology of the interbank market
• Risk assessment for banking systems
• Social and economic networks.
• Systemic risk in financial systems

Cited in

(3)

• Insurance risk analysis of financial networks vulnerable to a shock
• Empirically assessing and modeling spillover effects from operational risk events in the insurance industry
• A continuous-time theory of reinsurance chains

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