Zobrazeno 1 - 10
of 13
pro vyhledávání: '"Anna Denkowska"'
Autor:
Anna Denkowska, Stanisław Wanat
Publikováno v:
Entropy, Vol 23, Iss 8, p 1022 (2021)
We are looking for tools to identify, model, and measure systemic risk in the insurance sector. To this aim, we investigated the possibilities of using the Dynamic Time Warping (DTW) algorithm in two ways. The first way of using DTW is to assess the
Externí odkaz:
https://doaj.org/article/c53295bcd433419296089f0d1ddcb6d5
Autor:
Anna Denkowska, Stanisław Wanat
Publikováno v:
Risks, Vol 8, Iss 2, p 39 (2020)
In the present work, we analyze the dynamics of indirect connections between insurance companies that result from market price channels. In our analysis, we assume that the stock quotations of insurance companies reflect market sentiments, which cons
Externí odkaz:
https://doaj.org/article/34df253b53554674a4a425f3305dde44
Autor:
Marta Kornafel, Anna Denkowska
Publikováno v:
Zeszyty Naukowe Uniwersytetu Ekonomicznego w Krakowie, Iss 10(970) (2018)
The paper presents a production system in the Debreu model of general equilibrium. According to Schumpeter, economic development is possible only on the strength of innovations being introduced. This process provides a sequence of optimal production
Externí odkaz:
https://doaj.org/article/6ac1cd1ec54f420789399e20d92692c1
Autor:
Anna Denkowska
Publikováno v:
Opuscula Mathematica, Vol 33, Iss 4, Pp 667-684 (2013)
In this paper we use our recent generalization of a theorem of Jamison-Kamińska-Lewicki (characterizing one-complemented subspaces in Musielak-Orlicz sequence spaces defined by Musielak-Orlicz functions satisfying a general smoothness condition) in
Externí odkaz:
https://doaj.org/article/e1773c9701114d4da6c64376bacb2a45
Autor:
Anna Denkowska, Stanisław Wanat
Publikováno v:
Risk Management. 24:123-136
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
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::08976af168b5a8bdc3fe2f7b9da93b9f
https://doi.org/10.1057/s41283-021-00087-2
https://doi.org/10.1057/s41283-021-00087-2
Autor:
Stanisław Wanat, Anna Denkowska
Publikováno v:
Entrepreneurial Business and Economics Review. 8:7-27
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f2600d3841ed09499a63a3674f208feb
https://doi.org/10.15678/eber.2020.080401
https://doi.org/10.15678/eber.2020.080401
Autor:
Anna Denkowska, Stanisław Wanat
Publikováno v:
Statistics in Transition, Vol 22, Iss 2 (2021)
This work is an answer to the EIOPA 2017 report. It follows from the latter that in order to assess the potential systemic risk we should take into account the build-up of risk and in particular the risk that arises in time, as well as the interlinka
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e9411613f0339f2655c6b9fee920072a
https://hdl.handle.net/10419/236834
https://hdl.handle.net/10419/236834
We study the elliptic inclusion given in the following divergence form $$\begin{aligned}&-\mathrm {div}\,A(x,\nabla u) \ni f\quad \mathrm {in}\quad \Omega ,\\&u=0\quad \mathrm {on}\quad \partial \Omega . \end{aligned}$$ As we assume that $$f\in L^1(\
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0ac989ee67b41d4f5913005c48b6e2ce
https://ruj.uj.edu.pl/xmlui/handle/item/267946
https://ruj.uj.edu.pl/xmlui/handle/item/267946
Autor:
Stanisław Wanat, Anna Denkowska
Publikováno v:
Risks
Volume 8
Issue 2
Risks, Vol 8, Iss 39, p 39 (2020)
Volume 8
Issue 2
Risks, Vol 8, Iss 39, p 39 (2020)
In the present work, we analyze the dynamics of indirect connections between insurance companies that result from market price channels. In our analysis, we assume that the stock quotations of insurance companies reflect market sentiments, which cons
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::fbcee0dcf3d9a5e296b86cc86482337f
http://arxiv.org/abs/2001.06567
http://arxiv.org/abs/2001.06567
Autor:
Marta Kornafel, Anna Denkowska
Publikováno v:
Zeszyty Naukowe Uniwersytetu Ekonomicznego w Krakowie. :55-66
The paper presents a production system in the Debreu model of general equilibrium. According to Schumpeter, economic development is possible only on the strength of innovations being introduced. This process provides a sequence of optimal production
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4d02f730730315abb6af4c05de33309c
https://doi.org/10.15678/znuek.2017.0970.1004
https://doi.org/10.15678/znuek.2017.0970.1004