A Dynamic Contagion Risk Model with Recovery Features (Q5085147)

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

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    A Dynamic Contagion Risk Model with Recovery Features (English)
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    27 June 2022
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    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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