A Dynamic Contagion Risk Model with Recovery Features (Q5085147)
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scientific article; zbMATH DE number 7548073
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A Dynamic Contagion Risk Model with Recovery Features |
scientific article; zbMATH DE number 7548073 |
Statements
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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0.86624867
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0.8581205
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0.85768664
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0.8528605
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0.85091674
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0.8460003
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0.8431352
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