Designing a Counter-Cyclical Insurance Program for Systemic Risk
Year of publication: |
2012
|
---|---|
Authors: | Kim, Joseph H.T. |
Other Persons: | Boyle, Phelim P. (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Risikomodell | Risk model | Systemrisiko | Systemic risk | Risikomanagement | Risk management |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: The Journal of Risk and Insurance, Forthcoming Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 25, 2011 erstellt Volltext nicht verfügbar |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Systemic Financial Risk : An Emerging Market Perspective
Karminsky, Alexander, (2024)
-
Basis risk, procyclicality, and systemic risk in the Solvency II equity risk module
Eling, Martin, (2013)
-
Designing a countercyclical insurance program for systemic risk
Boyle, Phelim P., (2012)
- More ...
-
A parametric alternative to the Hill estimator for heavy-tailed distributions
Kim, Joseph H.T., (2015)
-
Bias correction for estimated distortion risk measure using the bootstrap
Kim, Joseph H.T., (2010)
-
A capital allocation based on a solvency exchange option
Kim, Joseph H.T., (2009)
- More ...