Mathematical modeling and analysis of insolvency contagion in an interbank network
type: Item
instance of: scholarly article
title: Mathematical modeling and analysis of insolvency contagion in an interbank network
zbMATH Open document ID: 1408.91229
author: Xuemin Ren
author: Lishang Jiang
published in: Operations Research Letters
publication date: 2019-01-15T00:00:00Z
Mathematics Subject Classification ID: 91G50
Mathematics Subject Classification ID: 91G40
Mathematics Subject Classification ID: 91G80
zbMATH DE Number: 7002350
zbMATH Keywords: systemic risk
zbMATH Keywords: clearing payment vector
zbMATH Keywords: contagion
zbMATH Keywords: interbank network
zbMATH Keywords: double obstacle problem
MaRDI profile type: Publication
full work available at URL: j.orl.2016.09.017
OpenAlex ID: W2530888755
cites work: Systemic Risk in Financial Systems
cites work: Risk Assessment for Banking Systems
cites work: Q4303969
DOI: 10.1016/J.ORL.2016.09.017
description: scientific article; zbMATH DE number 7002350