scientific article; zbMATH DE number 6611978

DOI10.13383/J.CNKI.JSE.2015.05.001MaRDI QIDQ2993311zbMATH OpenFDO

Authors Yongkui Li, Zong-Fang Zhou

Publication date 10 August 2016

Full work available at URL https://doi.org/10.13383/J.CNKI.JSE.2015.05.001

zbMATH Keywords

associated credit riskassociated credit subjectsdelay effectscale-free networks

Mathematics Subject Classification ID

Credit risk (91G40)

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Cited in

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• Incorporating contagion in portfolio credit risk models using network theory

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