TY  - BOOK
AU  - Tian, Weidong
TI  - Systemic Risk and Reinsurance
KW  - optimal reinsurance||general risk measure||risk sharing||systemic risk||capital insurance||welfare||equilibrium||conditional value-at-risk||mean-CVaR portfolio optimization||risk minimization||Neyman–Pearson problem||interconnectedness||financial conglomerate||contagion||capital requirement for premium risk||collective risk model||reinsurance strategies||Solvency II||community structure||complex networks||financial markets||insurance sector||deltaCoVaR||minimum spanning trees—topological indicators||tail dependence
UR  - https://mdpi.com/books/pdfview/book/2468
ER  -