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A Dynamic Contagion Risk Model with Recovery Features - MaRDI portal

A Dynamic Contagion Risk Model with Recovery Features (Q5085147)

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scientific article; zbMATH DE number 7548073
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English
A Dynamic Contagion Risk Model with Recovery Features
scientific article; zbMATH DE number 7548073

    Statements

    title
    A Dynamic Contagion Risk Model with Recovery Features (English)
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    author
    Hamed Amini
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    Andreea Minca
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    Agnès Sulem
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    publication date
    27 June 2022
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    zbMATH Keywords
    collective risk theory
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    systemic risk
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    default contagion
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    random graphs
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    interbank network
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    insurance-reinsurance networks
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    financial stability
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    cites work
    Q3560912
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    Q2743189
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    Q3063920
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    Q3524733
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    Contagion
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    Identifiers

    Mathematics Subject Classification ID
    91G45
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    60J10
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    90B10
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    90B15
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    zbMATH DE Number
    7548073
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    OpenAlex ID
    W2990105672
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