Evidence map›Paper›PMID 36439683›Full record

ArticleQuality & quantity2022

Financial resilience of insurance network during Covid-19 pandemic.

Alessandra Cornaro

Erratum issuedOpen access · bronzeAbstract read
In one paragraph

Article in Quality & quantity, 2022. The graph could read no effect estimate from its abstract, so it casts no vote on the map. An erratum has been issued. Cited by 1 paper.

0numbers the graph read from it
0cells of the map it votes in
1citing papers in PubMed
1.6field-weighted citation impact, top 11% of its field
1 · What the graph read from it

What it found

Each row is one number read from the abstract, on the scale the paper reported it, with its interval. Left of the dashed line favours the treatment, right favours the comparator. Under each row is the sentence it came from. New to these charts? A ten-minute tutorial.

The abstract states no effect estimate the extractor could read, or names no intervention and outcome on the map, so this paper lights no cell and moves no belief. It is still indexed, cited and linked below.

2 · The registry

The trial behind it

Trials whose registry record cites this paper, or whose number appears in the abstract. A trial that started after this paper was published is citing it as background, not reporting it.

Neither the registry nor the abstract names a trial number. If this is a trial report, that itself is worth knowing.

3 · Its place in the literature

Who cites it

1 citing paper in PubMed, 6 citations in OpenAlex.

  1. Article
4 · The record

Corrections and comments

5 · Who and what money

Authors and funding

1 author at 1 institution in 1 country.

Alessandra CornaroDepartment of Statistics and Quantitative Methods, University of Milano - Bicocca, Via Bicocca degli Arcimboldi 8, 20126 Milano, Italy.ORCID 0000-0002-8137-9440
University of Milano-Bicocca · IT

Funding

No grant is acknowledged in the PubMed record.

6 · The paper itself

Abstract

We provide a novel approach for analysing the financial resilience of the insurance sector during coronavirus pandemic. To this end, we build temporal directed and weighted networks where the weights on the arcs take into account the tail dependence between couple of firms. To assess the resilience of the network, we provide a new global indicator, aimed at capturing the impact on the clustering coefficient of a shock affecting in turn each firm and diffusing in the network via shortest paths. A local measure of resilience is also provided by quantifying the contribution of each firm to the global indicator. In this way, we are able to detect most critical firms in the system. A numerical application has been developed in order to test the proposed approach. The results show that the proposed resilience measure appears able to detect main periods of financial crises. The first wave of COVID-19 pandemic results as a extreme phenomenon in the market and the lowest resilience is associated to the period in which COVID-19 has been declared pandemic.

Indexed as

Clustering CoefficientComplex networksCOVID-19Insurance marketResilience

Identifiers

PMID36439683
PMCPMC9676823
OpenAlexW4309327876

What OpenQuestion holds

Textmetadata
Read underepoch 390

Registered trials

None linked

Read under generation 80e0d062 · epoch 390. Bibliography from PubMed, PubMed Central and OpenAlex; grants from NIH RePORTER; trial links from ClinicalTrials.gov; estimates, votes and beliefs from the OpenQuestion graph.