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Slijkerman, J.F.
( J.F. Slijkerman)
dependence sector insurer probability insurance return measure distribution downside risk result insurance sector market banking downside failure crash factor failure measure model company table value country 0.07 estimate 1.00 capital risk factors estimation shock 0.08 0.06 asset exposure variable correlation portfolio interest bivariate f 1 t institution number 0.14 reinsurer estimator banking sector conglomerate figure insurance companies impact 0.13 0.00 0.09 level 0.10 diversification study market risk combination order regulator theory 0.05 reinsurance 0.19 0.12 credit threshold deposit stock series univariate sample 0.11 increase downside risk dependence liability assumption merger effect
4 Most Recent Publications
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Financial Stability in the EU
(Doctoral Thesis)
Slijkerman, J.F. |
2007-09-14
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Insurance Sector Risk
(Research Paper)
Slijkerman, J.F. |
2006-07-08
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Risk Diversification by European Financial Conglomerates
(Research Paper)
Slijkerman, J.F. Schoenmaker, D. Vries, C.G. de |
2005-12-07
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Credit Rationing Effects of Credit Value-at-Risk
(Research Paper)
Slijkerman, J.F. Smant, D.J.C. Vries, C.G. de |
2004-03-12
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