Inhomogeneous Financial Networks and Contagious Links

DOI10.1287/opre.2016.1540zbMath1378.91131OpenAlexW3121253705MaRDI QIDQ3178760

Hamed Amini, Andreea Minca

Publication date: 20 December 2016

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://hal.inria.fr/hal-01081559/file/amini_minca%20%281%29.pdf

zbMATH Keywords

phase transitionssharp thresholdcomplex networkssystemic riskfinancial stabilityinhomogeneous random graphdefault contagioninterbank network

Mathematics Subject Classification ID

Random graphs (graph-theoretic aspects) (05C80) Stochastic network models in operations research (90B15) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Credit risk (91G40) Actuarial science and mathematical finance (91G99)

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