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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.
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
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DbLabel: Mathematics Source
An: 161176272
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  Data: Systemic risk models for disjoint and overlapping groups with equilibrium strategies.
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  Data: <searchLink fieldCode="AR" term="%22Feng%2C+Yichen%22">Feng, Yichen</searchLink><relatesTo>1</relatesTo> (AUTHOR)<i> feng@pstat.ucsb.edu</i><br /><searchLink fieldCode="AR" term="%22Fouque%2C+Jean-Pierre%22">Fouque, Jean-Pierre</searchLink><relatesTo>1</relatesTo> (AUTHOR)<i> fouque@pstat.ucsb.edu</i><br /><searchLink fieldCode="AR" term="%22Hu%2C+Ruimeng%22">Hu, Ruimeng</searchLink><relatesTo>2</relatesTo> (AUTHOR)<i> rhu@ucsb.edu</i><br /><searchLink fieldCode="AR" term="%22Ichiba%2C+Tomoyuki%22">Ichiba, Tomoyuki</searchLink><relatesTo>1</relatesTo> (AUTHOR)<i> ichiba@pstat.ucsb.edu</i>
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  Data: <searchLink fieldCode="JN" term="%22Statistics+%26+Risk+Modeling%22">Statistics & Risk Modeling</searchLink>. Jan2023, Vol. 40 Issue 1/2, p21-51. 31p.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=msf&AN=161176272
RecordInfo BibRecord:
  BibEntity:
    Identifiers:
      – Type: doi
        Value: 10.1515/strm-2022-0004
    Languages:
      – Code: eng
        Text: English
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        PageCount: 31
        StartPage: 21
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      – TitleFull: Systemic risk models for disjoint and overlapping groups with equilibrium strategies.
        Type: main
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      – PersonEntity:
          Name:
            NameFull: Feng, Yichen
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            NameFull: Fouque, Jean-Pierre
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            NameFull: Hu, Ruimeng
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            NameFull: Ichiba, Tomoyuki
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            – D: 01
              M: 01
              Text: Jan2023
              Type: published
              Y: 2023
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              Value: 40
            – Type: issue
              Value: 1/2
          Titles:
            – TitleFull: Statistics & Risk Modeling
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