A simple model of bank bankruptcies

DOI10.1016/S0378-4371(01)00296-5zbMath0974.91042arXivcond-mat/0109119OpenAlexW2037521713WikidataQ62627528 ScholiaQ62627528MaRDI QIDQ5947880

Agata Aleksiejuk, Janusz A. Hołyst

Publication date: 23 October 2001

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/cond-mat/0109119

zbMATH Keywords

directed percolationinterbank connectionsmoney flow

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Statistical methods; economic indices and measures (91B82)

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Credit risk transfer in SME loan guarantee networks ⋮ The circulation of money and holding time distribution

Cites Work

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