Joseph H.T. Kim

University of Waterloo - Department of Statistics and Actuarial Science

Waterloo, Ontario N2L 3G1

Canada

SCHOLARLY PAPERS

2

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2

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0

CROSSREF CITATIONS

3

Scholarly Papers (2)

1.

Designing a Countercyclical Insurance Program for Systemic Risk

Journal of Risk and Insurance, Vol. 79, Issue 4, pp. 963-993, 2012
Number of pages: 31 Posted: 22 Nov 2012
Phelim P. Boyle and Joseph H.T. Kim
Wilfrid Laurier University - School of Business & Economics and University of Waterloo - Department of Statistics and Actuarial Science
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2.

Designing a Counter-Cyclical Insurance Program for Systemic Risk

The Journal of Risk and Insurance, Forthcoming
Posted: 01 Feb 2012 Last Revised: 24 Apr 2012
Joseph H.T. Kim and Phelim P. Boyle
University of Waterloo - Department of Statistics and Actuarial Science and Wilfrid Laurier University - School of Business & Economics

Abstract:

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Systemic risk, pro-cyclical risk charge, risk capital, CoVaR, CoCTE, regime switching