A Dynamic MST- deltaCovar Model Of Systemic Risk In The European Insurance Sector
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Cited by:
- Anna Denkowska & Stanisław Wanat, 2021. "A dynamic MST-deltaCoVaR model of systemic risk in the European insurance sector," Statistics in Transition New Series, Polish Statistical Association, vol. 22(2), pages 173-188, June.
- Anna Denkowska & Stanisław Wanat, 2020.
"A Tail Dependence-Based MST and Their Topological Indicators in Modeling Systemic Risk in the European Insurance Sector,"
Risks, MDPI, vol. 8(2), pages 1-22, April.
- Anna Denkowska & Stanis{l}aw Wanat, 2020. "A tail dependence-based MST and their topological indicators in modelling systemic risk in the European insurance sector," Papers 2001.06567, arXiv.org, revised Mar 2020.
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-IAS-2019-12-23 (Insurance Economics)
- NEP-RMG-2019-12-23 (Risk Management)
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