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Insurance group risk management model for the next-generation solvency framework
Kanno, Masayasu - In: Asia-Pacific journal of risk and insurance : APJRI 7 (2013) 2, pp. 27-52
Persistent link: https://www.econbiz.de/10010126424
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Credit rating migration risk and interconnectedness in a corporate lending network
Kanno, Masayasu - In: Research in international business and finance 54 (2020), pp. 1-20
Persistent link: https://www.econbiz.de/10012581392
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The Network Structure and Systemic Risk in the Global Non-Life Insurance Market
Kanno, Masayasu - 2015
This paper contributes to the literature on systemic risk by assessing the network structure of bilateral insurance exposures in the global non-life insurance market. The reinsurance is the major risk transfer function in the global insurance market and its network has a hierarchical structure....
Persistent link: https://www.econbiz.de/10013021124
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The network structure and systemic risk in the global non-life insurance market
Kanno, Masayasu - In: Insurance / Mathematics & economics 67 (2016), pp. 38-53
Persistent link: https://www.econbiz.de/10011457147