The impact of counterparty risk on the basis risk of industry loss warranties and on (collateralized) reinsurance under (non-)linear dependence structures
Heike Bockius and Nadine Gatzert
| Year of publication: |
2022
|
|---|---|
| Authors: | Bockius, Heike ; Gatzert, Nadine |
| Subject: | Collateral | Copulas | Counterparty risk | Index-linked catastrophic loss instruments | Reinsurance | Rückversicherung | Kreditsicherung | Kreditrisiko | Credit risk | Risikomanagement | Risk management | Derivat | Derivative | Risikomodell | Risk model | Theorie | Theory | Multivariate Verteilung | Multivariate distribution | Risikomaß | Risk measure | Risiko | Risk | Katastrophe | Disaster |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/JRF-06-2021-0103 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013370544