Pages that link to "Item:Q5855940"
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The following pages link to Distress and default contagion in financial networks (Q5855940):
Displaying 15 items.
- Compound Poisson models for weighted networks with applications in finance (Q829212) (← links)
- Structural models for fog computing based Internet of things architectures with insurance and risk management applications (Q2103026) (← links)
- Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation (Q2106746) (← links)
- Optimal intervention in economic networks using influence maximization methods (Q2116936) (← links)
- Contagion accounting in stress-testing (Q2136957) (← links)
- Impact of contingent payments on systemic risk in financial networks (Q2323337) (← links)
- How is systemic risk amplified by three typical financial networks (Q2676166) (← links)
- Modeling financial distress propagation on customer–supplier networks (Q4993719) (← links)
- Pricing of Debt and Equity in a Financial Network with Comonotonic Endowments (Q5106355) (← links)
- Obligations with Physical Delivery in a Multilayered Financial Network (Q5215984) (← links)
- Optimization of Fire Sales and Borrowing in Systemic Risk (Q5742495) (← links)
- When does portfolio compression reduce systemic risk? (Q6054425) (← links)
- Multivariate stress scenario selection in interbank networks (Q6094494) (← links)
- Clustering heterogeneous financial networks (Q6196293) (← links)
- Measuring financial systemic risk: net liability clearing mechanism and contagion effect (Q6595015) (← links)
