Systemic risk models for disjoint and overlapping groups with equilibrium strategies.
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| Title: | Systemic risk models for disjoint and overlapping groups with equilibrium strategies. |
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| 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 |
| ISSN: | 21931402 |
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| DOI: | 10.1515/strm-2022-0004 |