Risk in large claims insurance market with bipartite graph structure
Oliver Kley, Claudia Klüppelberg, Gesine Reinert
| Year of publication: |
September October 2016
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| Authors: | Kley, Oliver ; Klüppelberg, Claudia ; Reinert, Gesine |
| Published in: |
Operations research. - Catonsville, MD : INFORMS, ISSN 0030-364X, ZDB-ID 123389-0. - Vol. 64.2016, 5, p. 1159-1176
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| Subject: | bipartite graph | diversification | market risk | micro- vs. macro-prudential risk | multivariate regular variation | Pareto-tail | reinsurance | risk measures | Risiko | Risk | Risikomodell | Risk model | Rückversicherung | Reinsurance | Risikomaß | Risk measure | Risikomanagement | Risk management | Versicherungsmarkt | Insurance market | Graphentheorie | Graph theory | Diversifikation | Diversification | Marktrisiko | Market risk |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/opre.2016.1502 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011594678