The Impact of Counterparty Risk on the Basis Risk of Industry Loss Warranties and on (Collateralized) Reinsurance under (Non-)Linear Dependence Structures

Bockius H, Gatzert N (2022)

Publication Type: Journal article, Original article

Publication year: 2022

Journal

The Journal of Risk Finance Emerald

DOI: 10.1108/JRF-06-2021-0103

Authors with CRIS profile

Heike Bockius Lehrstuhl für Versicherungswirtschaft und Risikomanagement Nadine Gatzert Rechts- und Wirtschaftswissenschaftliche Fakultät

How to cite

APA:

Bockius, H., & Gatzert, N. (2022). The Impact of Counterparty Risk on the Basis Risk of Industry Loss Warranties and on (Collateralized) Reinsurance under (Non-)Linear Dependence Structures. The Journal of Risk Finance. https://dx.doi.org/10.1108/JRF-06-2021-0103

MLA:

Bockius, Heike, and Nadine Gatzert. "The Impact of Counterparty Risk on the Basis Risk of Industry Loss Warranties and on (Collateralized) Reinsurance under (Non-)Linear Dependence Structures." The Journal of Risk Finance (2022).

BibTeX: Download