Large portfolio losses: A dynamic contagion model (Q1009490)
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scientific article; zbMATH DE number 5538904
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Large portfolio losses: A dynamic contagion model |
scientific article; zbMATH DE number 5538904 |
Statements
Large portfolio losses: A dynamic contagion model (English)
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2 April 2009
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credit contagion
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credit crisis
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interacting particle systems
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large deviations
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large portfolio losses
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mean field interaction
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nonreversible Markov processes
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phase transition
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0.8720784187316895
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0.8685789704322815
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0.8440940380096436
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0.8118121027946472
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0.8101581931114197
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