A Markov chain model for contagion
Year of publication: |
2014
|
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Authors: | Dassios, Angelos ; Zhao, Hongbiao |
Subject: | risk model | contagion risk | bivariate point process | Markov chain model | discretised dynamic contagion process | dynamic contagion process | Markov-Kette | Markov chain | Ansteckungseffekt | Contagion effect | Theorie | Theory | Finanzkrise | Financial crisis |
Extent: | graph. Darst. |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks2040434 [DOI] hdl:10419/167843 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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