A dynamic contagion risk model with recovery features
Hamed Amini, Andreea Minca, Agnès Sulem
| Year of publication: |
2022
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|---|---|
| Authors: | Amini, Hamed ; Minca, Andreea ; Sulem, Agnès |
| Published in: |
Mathematics of operations research. - Hanover, Md. : INFORMS, ISSN 1526-5471, ZDB-ID 2004273-5. - Vol. 47.2022, 2, p. 1412-1442
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| Subject: | collective risk theory | default contagion | financial stability | insurance-reinsurance networks | interbank network | random graphs | systemic risk | Ansteckungseffekt | Contagion effect | Risiko | Risk | Systemrisiko | Systemic risk | Theorie | Theory | Finanzkrise | Financial crisis | Bankrisiko | Bank risk | Bankenkrise | Banking crisis | Unternehmensnetzwerk | Business network | Kreditrisiko | Credit risk | Interbankenmarkt | Interbank market | Netzwerk | Network | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/moor.2021.1174 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013365316