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A dynamic contagion process for modelling contagion risk in finance and insurance Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 We introduce a new point process, the dynamic contagion process, by generalising the Hawkes process and Cox process …

Systemic Risk in Insurance Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 The Geneva Association (80 CEOs) debate on systemic risks and the way they are handled in terms of regulation and supervision No category Systemic Risk Contagion Risk …

Financial contagion and intra-group spillover effects Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 The main intention of this thesis is the assessment of spillover effects between financial group constituents. In order to understand the …

Bailouts and Systemic Insurance Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 We revisit the link between bailouts and bank risk taking. Bailout expectations create moral hazard increase bank risk taking. However, when a banks success depends on …

Measuring Systemic Risk in the Finance and Insurance Sectors Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 A significant contributing factor to the Financial Crisis of 20072009 was the apparent interconnectedness among hedge funds, banks, …

Systemic Risk and the U.S. Insurance Sector Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 Beginning with the bursting of the housing bubble in 2007, the term systemic risk has been gathering increasing importance for all financial market players …

Insurance and Financial Stability Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 This paper presents a supervisory perspective on the (re)insurance sector and on financial stability issues. It analyses the sectors role in the financial markets, …

Fair Valuation of Life Insurance Liabilities:Integrating Demographic and Market Risk Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 The aim of this paper is to assess the joint impact of demographic and financial risk on the market valuation of …

Health Insurance in the Netherlands: The Effect of Socio-Demographic Factors on the Individuals Level of Health Insurance Coverage Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 This study determines the effect of the socio-demographic factors …

Longevity Bonds - a Financial Market Instrument to Manage Longevity Risk Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 Life expectancy has been increasing over the last centuries. Naturally, it is positive that people live longer, but this also …

Management of economic and demographic risk in life insurance and pensions Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 The purpose of life insurance is to relieve individuals of economic risk associated with accidents, sickness etc. . . . The …

Integrating Financial and Demographic Longevity Risk Models: An Australian Model for Financial Applications Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 Since its introduction, the Lee Carter model has been widely adopted as a means of modelling …