University of Limerick Institutional Repository

Browsing Mathematics & Statistics by Author "Global Risk Institute for Financial Services of Canada"

DSpace Repository

Browsing Mathematics & Statistics by Author "Global Risk Institute for Financial Services of Canada"

Sort by: Order: Results:

  • Hurd, Thomas R; Gleeson, James P.; Melnik, Sergey (Public Library of Science, 2017)
    We introduce a probabilistic framework that represents stylized banking networks with the aim of predicting the size of contagion events. Most previous work on random financial networks assumes independent connections ...

Search ULIR


Browse

My Account

Statistics