000 00840nam a2200121Ia 4500
008 220620s9999||||xx |||||||||||||| ||und||
245 0 _aSystemic Risk and Reinsurance
546 _aEnglish[eng]
650 _aoptimal 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
700 _aTian, Weidong
856 _uhttps://mdpi.com/books/pdfview/book/2468
942 _cEB
999 _c30331
_d30331