Insurance risk analysis of financial networks vulnerable to a shock
• Construct a network composed of financial firms, primitive assets, and an insurer. • Analyze the insurance risk of selling protection to a network of financial firms. • Both the firms and insurer follow the mean-variance framework. • The network integration and shock play an intertwined role in th...
Ausführliche Beschreibung
Gespeichert in:
| Autor*in: |
Tang, Qihe [verfasserIn] |
|---|
| Format: |
E-Artikel |
|---|---|
| Sprache: |
Englisch |
| Erschienen: |
2022 |
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| Umfang: |
16 |
|---|
| Übergeordnetes Werk: |
Enthalten in: Valorization of fatty acid waste for bioplastics production using Bacillus tequilensis: Integration with dark-fermentative hydrogen production process - Venkateswar Reddy, M. ELSEVIER, 2014transfer abstract, EJOR, Amsterdam [u.a.] |
|---|---|
| Übergeordnetes Werk: |
volume:301 ; year:2022 ; number:2 ; day:1 ; month:09 ; pages:756-771 ; extent:16 |
| Links: |
|---|
| DOI / URN: |
10.1016/j.ejor.2021.11.017 |
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ELV057385165 |
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| 520 | |a • Construct a network composed of financial firms, primitive assets, and an insurer. • Analyze the insurance risk of selling protection to a network of financial firms. • Both the firms and insurer follow the mean-variance framework. • The network integration and shock play an intertwined role in the insurance risk. • Apply matrix techniques based on Farkas’ lemma to facilitate the analysis. | ||
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• Construct a network composed of financial firms, primitive assets, and an insurer. • Analyze the insurance risk of selling protection to a network of financial firms. • Both the firms and insurer follow the mean-variance framework. • The network integration and shock play an intertwined role in the insurance risk. • Apply matrix techniques based on Farkas’ lemma to facilitate the analysis. |
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• Construct a network composed of financial firms, primitive assets, and an insurer. • Analyze the insurance risk of selling protection to a network of financial firms. • Both the firms and insurer follow the mean-variance framework. • The network integration and shock play an intertwined role in the insurance risk. • Apply matrix techniques based on Farkas’ lemma to facilitate the analysis. |
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• Construct a network composed of financial firms, primitive assets, and an insurer. • Analyze the insurance risk of selling protection to a network of financial firms. • Both the firms and insurer follow the mean-variance framework. • The network integration and shock play an intertwined role in the insurance risk. • Apply matrix techniques based on Farkas’ lemma to facilitate the analysis. |
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