A Dynamic Contagion Risk Model with Recovery Features (Q5085147)
From MaRDI portal
scientific article; zbMATH DE number 7548073
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Dynamic Contagion Risk Model with Recovery Features |
scientific article; zbMATH DE number 7548073 |
Statements
A Dynamic Contagion Risk Model with Recovery Features (English)
0 references
27 June 2022
0 references
collective risk theory
0 references
systemic risk
0 references
default contagion
0 references
random graphs
0 references
interbank network
0 references
insurance-reinsurance networks
0 references
financial stability
0 references
0 references