Insurance risk analysis of financial networks vulnerable to a shock
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DOI: 10.1016/j.ejor.2021.11.017
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"Does the default pecking order impact systemic risk? Evidence from Brazilian data,"
European Journal of Operational Research, Elsevier, vol. 309(3), pages 1379-1391.
- Michel Alexandre & Thiago Christiano Silva & Krzysztof Michalak & Francisco A. Rodrigues, 2021. "Does Default Pecking Order Impact Systemic Risk? Evidence from Brazilian data," Working Papers Series 557, Central Bank of Brazil, Research Department.
- Wang, Yunyun & Oka, Tatsushi & Zhu, Dan, 2023.
"Bivariate distribution regression with application to insurance data,"
Insurance: Mathematics and Economics, Elsevier, vol. 113(C), pages 215-232.
- Yunyun Wang & Tatsushi Oka & Dan Zhu, 2022. "Bivariate Distribution Regression with Application to Insurance Data," Papers 2203.12228, arXiv.org, revised Sep 2023.
- Lei Song & Yu Chen, 2025. "Does a non-performing assets disposal fund help control systemic risk? Evidence from an interbank financial network in China," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 11(1), pages 1-45, December.
- Qiu, Ming & Jin, Zhuo & Li, Shuanming, 2023. "Optimal risk sharing and dividend strategies under default contagion: A semi-analytical approach," Insurance: Mathematics and Economics, Elsevier, vol. 113(C), pages 1-23.
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Keywords
Risk analysis; Non-core insurance; Shock; Network integration; Farkas’ lemma;All these keywords.
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