Leveraging the network: a stress-test framework based on debtrank
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Publication:2520730
DOI10.1515/strm-2015-0005zbMath1414.91436arXiv1503.00621OpenAlexW3124445138MaRDI QIDQ2520730
Guido Caldarelli, Stefano Gurciullo, Stefano Battiston, Marco D'errico
Publication date: 16 December 2016
Published in: Statistics \& Risk Modeling (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1503.00621
Statistical methods; risk measures (91G70) Applications of graph theory (05C90) Deterministic network models in operations research (90B10) Actuarial science and mathematical finance (91G99)
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Uses Software
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