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This work is an answer to the EIOPA 2017 report. It follows from the latterthat in order to assess the potential systemic risk we should take into accountthe build-up of risk and in particular the risk that arises in time, as well asthe interlinkages in the financial sector and the whole economy. Our main toolsused to analyse the systemic risk dynamics in the European insurance sectorduring the years 2005-2019 are the topological indices of minimum spanningtrees (MST) and the deltaCoVaR measure. We address the following questions: 1)What is the contribution to systemic risk of each of the 28 largest Europeaninsurance companies whose list includes also those appearing on the G-SIIslist? 2) Does the analysis of the deltaCoVaR of those 28 insurance companiesand the conclusions we draw agree with the our claims from our latest article[Wanat S., Denkowska A. 2019]. In clear: does the most important contributionto systemic risk come from the companies that have the highest betweennesscentrality or the highest degree in the MST obtained?

A Dynamic MST- deltaCovar Model Of Systemic Risk In The European Insurance Sector