the insurance sector. The downside risk of insurers is explicitly modelled by common and idiosyncratic risk factors. Since … results point to a relatively low insurance sector wide risk. Dependence among insurers is higher than among reinsurers. … reinsurance is important for the capacity of insurers, we measure risk dependence among European insurers and reinsurers. The …

insurance parameter risk. …. The asset modeling framework leads to the proliferation of inappropriate assumptions about the effect of insurance line of … that Lévy process-based models provide a better fit to the US statutory accounting data, and identifies how parameter risk …

and the banking/insurance/reinsurance industry. Koch (2017) introduced a notion of spatial risk measure and a …An accurate assessment of the risk of extreme environmental events is of great importance for populations, authorities … corresponding set of axioms which are well suited to analyze the risk due to events having a spatial extent, precisely such as …