On the effect of heterogeneity on flocking behavior and systemic risk
From MaRDI portal
Publication:2409063
DOI10.1515/strm-2016-0013zbMath1372.60036arXiv1607.08287OpenAlexW3121546191MaRDI QIDQ2409063
Fei Fang, Yiwei Sun, Konstantinos V. Spiliopoulos
Publication date: 10 October 2017
Published in: Statistics \& Risk Modeling (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1607.08287
Strong limit theorems (60F15) Interacting random processes; statistical mechanics type models; percolation theory (60K35)
Related Items (2)
Financial Asset Bubbles in Banking Networks ⋮ Mean field games with heterogeneous groups: application to banking systems
Cites Work
- Unnamed Item
- A new model for self-organized dynamics and its flocking behavior
- Default clustering in large portfolios: typical events
- Large Deviations for a Mean Field Model of Systemic Risk
- Stability in a Model of Interbank Lending
- Systemic Risk and Default Clustering for Large Financial Systems
- Handbook on Systemic Risk
- Default Clustering in Large Pools: Large Deviations
This page was built for publication: On the effect of heterogeneity on flocking behavior and systemic risk