Risk propagation model of inter-enterprise on scale-free networks

zbMATH Open1394.90165MaRDI QIDQ4585227FDOQ4585227

Authors:

Publication date: 6 September 2018

Recommendations

• A network model of credit risk contagion
• Guarantee network model and risk contagion
• Double-layer network model of bank-enterprise counterparty credit risk contagion
• Contagion risk in endogenous financial networks
• Network entropy and systemic risk in dynamic banking systems

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Epidemiology (92D30) Applications of graph theory (05C90) Programming involving graphs or networks (90C35) Deterministic network models in operations research (90B10) Financial applications of other theories (91G80)

Cited In (3)

• Investor immunization to Ponzi scheme diffusion in social networks and financial risk analysis
• Dynamic structural percolation model of loss distribution for cyber risk of small and medium-sized enterprises for tree-based LAN topology
• The impact of firm heterogeneity and awareness in modeling risk propagation on multiplex networks

This page was built for publication: Risk propagation model of inter-enterprise on scale-free networks

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4585227)