论文标题
通过网络理论评估保险部门的系统风险
Assessing Systemic Risk in the Insurance Sector via Network Theory
论文作者
论文摘要
我们提供一个框架，用于以系统性风险的角度检测相关的保险公司。在衡量系统性风险的替代方法中，我们提出了一种复杂的网络方法，其中保险公司链接以形成全球互连系统。我们根据特定的风险措施对保险公司校准边缘权重的互惠影响进行建模。因此，我们提供了合适的网络指标，即加权有效阻力中心性，能够捕获，这是特定顶点对网络鲁棒性的影响。通过此指标，我们评估了公司在传播和收到其他人的风险方面的突出性。
We provide a framework for detecting relevant insurance companies in a systemic risk perspective. Among the alternative methodologies for measuring systemic risk, we propose a complex network approach where insurers are linked to form a global interconnected system. We model the reciprocal influence between insurers calibrating edge weights on the basis of specific risk measures. Therefore, we provide a suitable network indicator, the Weighted Effective Resistance Centrality, able to catch which is the effect of a specific vertex on the network robustness. By means of this indicator, we assess the prominence of a company in spreading and receiving risk from the others.
