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Anna Denkowska

Krakow University of Economics (per OpenAlex) · ORCID · OpenAlex

10 papers in scope · 10 published · 2 on the econ.EM arXiv · 45 citations · h-index 4 (over the papers listed here)

Papers

(1 of 10)

Nonlinear dependencies in Solvency II: risk aggregation with deep neural networks
published2026 · Risk Management
with Krystian Szczęsny, Stanisław Wanat
Risk Management
Assessing the influence of digitalisation on systemic risk in the insurance sectors of European Union countries
published2025 · Entrepreneurial Business and Economics Review
with Stanisław Wanat, João Paulo Vieito
Entrepreneurial Business and Economics Review
The Effect of the 2004 EU Enlargement on the Development and Similarity of the Insurance Sectors in the EU
published2023 · European Review
with Stanisław Wanat, João Paulo Vieito
European Review
Solvency II and diversification effect for non-life premium and reserves risk: new results based on non-parametric copulas
published2023 · Risk Management · 1 citations
with Krystian Szczęsny, Stanisław Wanat
Risk Management
Linkages and systemic risk in the European insurance sector. New evidence based on Minimum Spanning Trees
published2021 · Risk Management · 4 citations · first circulated 2019
with Stanisław Wanat, Stanis law Wanat
Risk Management
Dynamic Time Warping Algorithm in Modeling Systemic Risk in the European Insurance Sector
published2021 · Entropy · 14 citations
with Stanisław Wanat
Entropy
A dynamic MST-deltaCoVaR model of systemic risk in the European insurance sector
published2021 · Statistics in Transition New Series · 4 citations · first circulated 2019
with Stanisław Wanat
Statistics in Transition New Series
A Tail Dependence-Based MST and Their Topological Indicators in Modeling Systemic Risk in the European Insurance Sector
published2020 · Risks · 11 citations
with Stanisław Wanat
Paper profile Risks arXiv:2001.06567
Dependencies and systemic risk in the European insurance sector: New evidence based on Copula-DCC-GARCH model and selected clustering methods
published2020 · Entrepreneurial Business and Economics Review · 10 citations · first circulated 2019
with Stanisław Wanat
Entrepreneurial Business and Economics Review
Producers' Optima in Schumpeterian Evolution
published2018 · Krakow Review of Economics and Management/Zeszyty Naukowe Uniwersytetu Ekonomicznego w Krakowie · 1 citations
with Marta Kornafel
Krakow Review of Economics and Management/Zeszyty Naukowe Uniwersytetu Ekonomicznego w Krakowie

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.