An analysis of systemic risk in the insurance sector : evidence from Asia-Pacific region
Year of publication: |
2014
|
---|---|
Authors: | Kanno, Masayasu |
Published in: |
Asia-Pacific journal of risk and insurance : APJRI. - Berlin : De Gruyter, ISSN 2153-3792, ZDB-ID 2541118-4. - Vol. 8.2014, 2, p. 149-178
|
Subject: | systemic risk | structural model approach of credit risk | distress insurance premium | dynamic conditional correlation | policyholder protection scheme | Risikomodell | Risk model | Kreditrisiko | Credit risk | Systemrisiko | Systemic risk | Asiatisch-pazifischer Raum | Asia-Pacific region | Versicherung | Insurance |
Extent: | graph. Darst. |
---|---|
Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat Reader |
Other identifiers: | 10.1515/apjri-2013-0021 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Asset concentration risk and insurance solvency regulation
Regele, Fabian, (2021)
-
Essays on risk management and systemic risk in insurance
Bierth, Christopher, (2016)
-
Systemic risk in the insurance sector : review and directions for future research
Eling, Martin, (2014)
- More ...
-
The valuation of stochastic insurance liabilities using a structural model approach
Kanno, Masayasu, (2015)
-
Insurance group risk management model for the next-generation solvency framework
Kanno, Masayasu, (2013)
-
Macro stress test for credit risk
Kanno, Masayasu, (2015)
- More ...