Systemic risk models for disjoint and overlapping groups with equilibrium strategies.

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Bibliographic Details
Title: Systemic risk models for disjoint and overlapping groups with equilibrium strategies.
Authors: Feng, Yichen1 (AUTHOR) feng@pstat.ucsb.edu, Fouque, Jean-Pierre1 (AUTHOR) fouque@pstat.ucsb.edu, Hu, Ruimeng2 (AUTHOR) rhu@ucsb.edu, Ichiba, Tomoyuki1 (AUTHOR) ichiba@pstat.ucsb.edu
Source: Statistics & Risk Modeling. Jan2023, Vol. 40 Issue 1/2, p21-51. 31p.
Database: Mathematics Source
Description
ISSN:21931402
DOI:10.1515/strm-2022-0004