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Contagion in Financial Systems: A Bayesian Network Approach - MaRDI portal

Contagion in Financial Systems: A Bayesian Network Approach (Q4635241)

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scientific article; zbMATH DE number 6860067
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Contagion in Financial Systems: A Bayesian Network Approach
scientific article; zbMATH DE number 6860067

    Statements

    title
    Contagion in Financial Systems: A Bayesian Network Approach (English)
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    author
    Carsten Chong
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    Claudia Klüppelberg
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    publication date
    16 April 2018
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    zbMATH Keywords
    Bayesian network
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    financial contagion
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    measure of systemic risk
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    multivariate default risk
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    probability of default
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    structural default risk model
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    systemic risk
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    Identifiers

    DOI
    10.1137/17M1116659
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    Mathematics Subject Classification ID
    91G99
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    90B15
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    62F15
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    05C90
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    zbMATH DE Number
    6860067
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    arXiv ID
    1702.04287
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