Risk in a Large Claims Insurance Market with Bipartite Graph Structure.
Oliver KleyClaudia KlüppelbergGesine ReinertPublished in: Oper. Res. (2016)
Keyphrases
- graph structure
- graph model
- risk management
- undirected graph
- black scholes
- risk neutral
- graphical models
- risk aversion
- financial markets
- health insurance
- decision making
- financial crisis
- portfolio management
- weighted graph
- risk averse
- graph structures
- directed graph
- bipartite graph
- financial data
- tree structure
- stock market
- investment decisions
- graph partitioning
- investment strategies
- database
- directed acyclic
- stock price
- databases