Andreea Minca

Available identifiers

zbMath Open minca.andreeaMaRDI QIDQ513094

List of research outcomes

Publication	Date of Publication	Type
Clustering heterogeneous financial networks	2024-03-14	Paper
Decentralized Governance of Stablecoins with Closed Form Valuation	2024-02-15	Paper
Dynamic debt issuance with jumps	2024-01-10	Paper
Pathwise and distributional approximations of semi-Markov processes	2023-12-11	Paper
While stability lasts: A stochastic model of noncustodial stablecoins	2023-09-28	Paper
Ruin-dependent bivariate stochastic fluid processes	2023-07-31	Paper
Mean-field BSDEs with jumps and dual representation for global risk measures	2023-04-26	Paper
Duration-dependent stochastic fluid processes and solar energy revenue modeling	2023-04-12	Paper
Ruin Probabilities for Risk Processes in Stochastic Networks	2023-02-13	Paper
A Dynamic Contagion Risk Model with Recovery Features	2022-06-27	Paper
Epidemic spreading and equilibrium social distancing in heterogeneous networks	2022-04-22	Paper
Optimal intervention in economic networks using influence maximization methods	2022-03-18	Paper
Dynamic Leveraging–Deleveraging Games	2020-11-04	Paper
Systemic Risk in Networks with a Central Node	2020-05-29	Paper
On the central management of risk networks	2019-09-16	Paper
Uniqueness of equilibrium in a payment system with liquidation costs	2018-09-28	Paper
Optimal cash holdings under heterogeneous beliefs	2018-05-25	Paper
Optimal connectivity for a large financial network	2018-03-07	Paper
Credit default swaps and systemic risk	2017-03-03	Paper
Inhomogeneous Financial Networks and Contagious Links	2016-12-20	Paper
To Fully Net or Not to Net: Adverse Effects of Partial Multilateral Netting	2016-12-20	Paper
The topology of overlapping portfolio networks	2016-12-16	Paper
RESILIENCE TO CONTAGION IN FINANCIAL NETWORKS	2016-04-14	Paper
Control of Interbank Contagion Under Partial Information	2016-01-21	Paper
When do creditors with heterogeneous beliefs agree to run?	2015-03-30	Paper
Optimal control of interbank contagion under complete information	2014-03-17	Paper
RECOVERING PORTFOLIO DEFAULT INTENSITIES IMPLIED BY CDO QUOTES	2013-02-28	Paper
RESILIENCE TO CONTAGION IN FINANCIAL NETWORKS	2012-04-24	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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MaRDI profile type	MaRDI person profile
instance of	human

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