A Method for Off-Site Evaluation of the Insurance Sector

This work aims at offering a parsimonious off-site evaluation approach for insurance sector. In a way, it computes an index for systemic risk of the whole insurance industry. Methodology consists the adaption of two wellknown credit portfolio risk models: CreditMetrics and CreditRisk+. Main frame is...

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Bibliographic details
Volume: 31
Main Author: ERKAN, Melis
YILDIRAK, Kasırga
Format: Journal Article
Language: English
Place of publication: Ekonomik Yaklaşım Derneği 2020-00-00
published in: Ekonomik yaklaşım Vol. 31; no. 114; pp. 39 - 89
Editor: Eruygur,Hakkı Ozan
Data of publication: 2020-00-00
ISSN: 1300-1868
Alternate Title: Sigorta sektörünün dışarıdan gözleme yöntemi ile değerlendirilmesi
Discipline: Economics
Subjects:
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Database: CrossRef
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