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 system...
Some of the main reasons that led to the emergence of the ongoing financial crisis stem from insuffi...
We study the exposure and contribution of 253 international life and non-life insurers to systemic r...
The main role of the insurance sector is the coverage of risks through pooling techniques. Against ...
This paper discusses different definitions of systemic risk and identifies the challenges, which reg...
This paper discusses different definitions of systemic risk and identifies the challenges, which reg...
This volume represents the first reflection on a theme that we consider central and that we will con...
International audienceThe global financial market has become extremely interconnected as it demonstr...
In response to the Covid‑19 crisis and while both monetary and fiscal authorities were taking direct...
The article discusses quantitative methods of assessing systemic risk of the financial sector and th...
Abstract: Systemic risk refers to the risk of financial system breakdown due to linkages between ins...
markdownabstractThis thesis is about systemic risk in the financial sector. It considers several asp...
This paper investigates systemic risk in the insurance industry. We first analyze the systemic contr...
This paper investigates systemic risk in the insurance industry. We first analyze the systemic contr...
This Special Issue focuses on the rapid development of computational finance as well as on classical...
The long-running Greek crisis and China’s recent stock market crash are the latest threats to the st...
Some of the main reasons that led to the emergence of the ongoing financial crisis stem from insuffi...
We study the exposure and contribution of 253 international life and non-life insurers to systemic r...
The main role of the insurance sector is the coverage of risks through pooling techniques. Against ...
This paper discusses different definitions of systemic risk and identifies the challenges, which reg...
This paper discusses different definitions of systemic risk and identifies the challenges, which reg...
This volume represents the first reflection on a theme that we consider central and that we will con...
International audienceThe global financial market has become extremely interconnected as it demonstr...
In response to the Covid‑19 crisis and while both monetary and fiscal authorities were taking direct...
The article discusses quantitative methods of assessing systemic risk of the financial sector and th...
Abstract: Systemic risk refers to the risk of financial system breakdown due to linkages between ins...
markdownabstractThis thesis is about systemic risk in the financial sector. It considers several asp...
This paper investigates systemic risk in the insurance industry. We first analyze the systemic contr...
This paper investigates systemic risk in the insurance industry. We first analyze the systemic contr...
This Special Issue focuses on the rapid development of computational finance as well as on classical...
The long-running Greek crisis and China’s recent stock market crash are the latest threats to the st...
Some of the main reasons that led to the emergence of the ongoing financial crisis stem from insuffi...
We study the exposure and contribution of 253 international life and non-life insurers to systemic r...
The main role of the insurance sector is the coverage of risks through pooling techniques. Against ...