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Strategic competition in informal risk sharing mechanism versus collective index insurance
Attila Szolnoki / Liang Zhang / Lichen Wang / Linjie Liu / Shijia Hua / Yuyuan Liu / Zhengyuan Lu
insurance / risk managementResource overview

Strategic competition in informal risk sharing mechanism versus collective index insurance

Paper2025

by Attila Szolnoki, Liang Zhang, Lichen Wang, Linjie Liu, Shijia Hua, Yuyuan Liu, Zhengyuan Lu

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insurancerisk management

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Suggested foundations for risk measurement and stress. Specialist prerequisites vary by paper.

Before you read

  1. Random Variables and Distributions

    Represent losses as a distribution rather than one forecast.

  2. Expected Shortfall and Other Tail Risk Measures

    Distinguish a loss quantile from the average loss in the tail.

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  1. VaR Estimation in Practice: Variance-Covariance, Historical Simulation, Monte Carlo

    Compare risk estimators and their assumptions.

  2. Backtesting VaR and ES: Coverage Tests and Model Validation

    Check forecasts against realised losses.

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