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  • Search: subject:"micro- vs. macro-prudential risk"
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Diversification 1 Diversifikation 1 Graph theory 1 Graphentheorie 1 Insurance market 1 Market risk 1 Marktrisiko 1 Pareto-tail 1 Reinsurance 1 Risiko 1 Risikomanagement 1 Risikomaß 1 Risikomodell 1 Risk 1 Risk management 1 Risk measure 1 Risk model 1 Rückversicherung 1 Versicherungsmarkt 1 bipartite graph 1 diversification 1 market risk 1 micro- vs. macro-prudential risk 1 multivariate regular variation 1 reinsurance 1 risk measures 1
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Kley, Oliver 1 Klüppelberg, Claudia 1 Reinert, Gesine 1
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Risk in large claims insurance market with bipartite graph structure
Kley, Oliver; Klüppelberg, Claudia; Reinert, Gesine - In: Operations research 64 (2016) 5, pp. 1159-1176
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