Ruin Probabilities for Risk Processes in Stochastic Networks
Year of publication: |
2023
|
---|---|
Authors: | Amini, Hamed ; Cao, Zhongyuan ; Minca, Andreea ; Sulem, Agnes |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Wahrscheinlichkeitsrechnung | Probability theory | Risiko | Risk | Stochastischer Prozess | Stochastic process |
Extent: | 1 Online-Ressource (32 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprĂĽngliche Fassung des Dokuments February 12, 2023 erstellt |
Other identifiers: | 10.2139/ssrn.4355988 [DOI] |
Classification: | C02 - Mathematical Methods ; G01 - Financial Crises ; G32 - Financing Policy; Capital and Ownership Structure |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Risk Analysis Probability of Default : A Stochastic Simulation Model
Montesi, Giuseppe, (2015)
-
Lahiri, Somdeb, (2022)
-
Risk minimization for insurance products via F-doubly stochastic Markov chains
Biagini, Francesca, (2016)
- More ...
-
Stochastic Graphon Games with Jumps and Approximate Nash Equilibria
Amini, Hamed, (2023)
-
The Default Cascade Process in Stochastic Financial Networks
Amini, Hamed, (2022)
-
Fire Sales, Default Cascades and Complex Financial Networks
Amini, Hamed, (2021)
- More ...