The impact of counterparty risk on the basis risk of industry loss warranties and on (collateralized) reinsurance under (non-)linear dependence structures
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 |
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