摘要翻译：
本文是关于保险公司及其对保险市场系统性风险贡献的相互联系研究的一部分。其主要目的是介绍利用相关网络对欧洲保险业的联系动态和系统风险进行分析的结果。这些网络是基于使用Copula建模的动态依赖结构。然后，确定最小生成树(MST)。最后，通过选定的拓扑网络测度来描述连杆动力学。
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英文标题：
《Linkages and systemic risk in the European insurance sector: Some new
  evidence based on dynamic spanning trees》
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作者：
Anna Denkowska, Stanis{\l}aw Wanat
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最新提交年份：
2019
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分类信息：

一级分类：Quantitative Finance        数量金融学
二级分类：Statistical Finance        统计金融
分类描述：Statistical, econometric and econophysics analyses with applications to financial markets and economic data
统计、计量经济学和经济物理学分析及其在金融市场和经济数据中的应用
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一级分类：Economics        经济学
二级分类：General Economics        一般经济学
分类描述：General methodological, applied, and empirical contributions to economics.
对经济学的一般方法、应用和经验贡献。
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一级分类：Quantitative Finance        数量金融学
二级分类：Economics        经济学
分类描述：q-fin.EC is an alias for econ.GN. Economics, including micro and macro economics, international economics, theory of the firm, labor economics, and other economic topics outside finance
q-fin.ec是econ.gn的别名。经济学，包括微观和宏观经济学、国际经济学、企业理论、劳动经济学和其他金融以外的经济专题
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英文摘要：
  This paper is part of the research on the interlinkages between insurers and their contribution to systemic risk on the insurance market. Its main purpose is to present the results of the analysis of linkage dynamics and systemic risk in the European insurance sector which are obtained using correlation networks. These networks are based on dynamic dependence structures modelled using a copula. Then, we determine minimum spanning trees (MST). Finally, the linkage dynamics is described by means of selected topological network measures.
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PDF链接：
https://arxiv.org/pdf/1908.01142