Auflistung nach Schlagwort "Systemic Risk"

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  • Actuarial and financial risk management in networks 
    Awiszus, Kerstin (Hannover : Institutionelles Repositorium der Leibniz Universität Hannover, 2020)
    Interconnectedness constitutes a key characteristic of actuarial and financial systems. In regular times, it facilitates the provision of the systems’ important services to society. In times of crisis, however, it enables ...
  • Modeling and pricing cyber insurance: Idiosyncratic, systematic, and systemic risks 
    Awiszus, Kerstin; Knispel, Thomas; Penner, Irina; Svindland, Gregor; Voß, Alexander; Weber, Stefan (Berlin ; Heidelberg : Springer, 2023)
    The paper provides a comprehensive overview of modeling and pricing cyber insurance and includes clear and easily understandable explanations of the underlying mathematical concepts. We distinguish three main types of cyber ...