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Disastrous Defaults - MaRDI portal

Disastrous Defaults (Q5022748)

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scientific article; zbMATH DE number 7459950
Language Label Description Also known as
English
Disastrous Defaults
scientific article; zbMATH DE number 7459950

    Statements

    title
    Disastrous Defaults (English)
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    author
    Sarah Mouabbi
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    Jean-Paul Renne
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    Alain Monfort
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    publication date
    19 January 2022
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    zbMATH Keywords
    disaster risk
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    systemic entities
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    default dependencies
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    credit derivatives
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    equilibrium model
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    Identifiers

    Mathematics Subject Classification ID
    91G45
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    91G40
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    91G20
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    zbMATH DE Number
    7459950
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    OpenAlex ID
    W4242740416
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    DOI
    10.1093/ROF/RFAA042
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