Denkowska, Anna; Wanat, Stanisław - In: Statistics in Transition New Series 22 (2021) 2, pp. 173-188
This work is a response to the EIOPA paper entitled "Systemic risk and macroprudential policy in insurance", which … asserts that in order to evaluate the potential systemic risk (SR), the build-up of risk, especially risk arising over time … 28 largest European insurance companies, including those appearing on the G-SIIs list, to systemic risk. Moreover, the …