A Study of Systemic Financial Risk Prediction Models in the Insurance Industry

[1] Liang, Y. L. Z. (2020). Business connectedness or market risk? evidence from financial institutions in china. China Economic Review, 62(1). Search in Google Scholar

[2] Gong, X. L., Liu, X. H., Xiong, X., & Zhang, W. (2020). Research on china’s financial systemic risk contagion under jump and heavy-tailed risk. International Review of Financial Analysis, 72. Search in Google Scholar

[3] Gajurel, D., Dungey, M., Yao, W., & Jeyasreedharan, N. (2020). Jump risk in the us financial sector. Economic Record, 96. Search in Google Scholar

[4] Liu, J., & Yang, Y. (2021). Asymptotics for systemic risk with dependent heavy-tailed losses. Astin Bulletin, 1-35. Search in Google Scholar

[5] Mcconnell, P. (2022). Modeling systemic operational risk in the covid-19 pandemic. The journal of operational risk. Search in Google Scholar

[6] Leong, S. H., Pellegrini, C. B., & Urga, G. (2020). The contribution of shadow insurance to systemic risk. Journal of Financial Stability, 51. Search in Google Scholar

[7] Karolyi, G. A., Sedunov, J., & Taboada, A. G. (2023). Cross-border bank flows and systemic risk. Review of Finance(5), 5. Search in Google Scholar

[8] Matěj Nevrla. (2020). Systemic risk in european financial and energy sectors: dynamic factor copula approach. Economic Systems, 44(4), 100820. Search in Google Scholar

[9] Poledna, S., Martínez-Jaramillo, Serafín, Caccioli, F., & Thurner, S. (2021). Quantification of systemic risk from overlapping portfolios in the financial system. Journal of Financial Stability, 52. Search in Google Scholar

[10] Cincinelli, P., Pellini, E., & Urga, G. (2021). Leverage and systemic risk pro-cyclicality in the chinese financial system. International Review of Financial Analysis, 78. Search in Google Scholar

[11] Rahman, M. L., Troster, V., Uddin, G. S., & Yahya, M. (2022). Systemic risk contribution of banks and non-bank financial institutions across frequencies: the australian experience. International review of financial analysis(Jan.), 79. Search in Google Scholar

[12] Nivorozhkin, E., & Chondrogiannis, I. (2022). Shifting balances of systemic risk in the chinese banking sector: determinants and trends. Journal of international financial markets, institutions & money(Jan.), 76. Search in Google Scholar

[13] Wang, B., & Li, H. (2021). Downside risk, financial conditions and systemic risk in china. Pacific-Basin finance journal(68-Sep.). Search in Google Scholar

[14] Ding, L., Zhuang, Y., & Wang, H. (2022). Risk contagion and bank stability: the role of credit risk and liquidity risk. The journal of risk model validation. Search in Google Scholar

[15] Dungey, M., Flavin, T., O’Connor, T., & Wosser, M. (2022). Non-financial corporations and systemic risk. Journal of Corporate Finance, 72. Search in Google Scholar