2 papers
q-fin.RM2020
Assessing Systemic Risk in the Insurance Sector via Network Theory
Gian Paolo Clemente, Alessandra Cornaro
We provide a framework for detecting relevant insurance companies in a systemic risk perspective. Among the alternative methodologies for measuring systemic risk, we propose a comp…
math.CO2019
Bounding robustness in complex networks under topological changes through majorization techniques
Gian Paolo Clemente, Alessandra Cornaro
Measuring robustness is a fundamental task for analyzing the structure of complex networks. Indeed, several approaches to capture the robustness properties of a network have been p…