A risk analysis for a system stabilized by a central agent-Reference-Cited by-同舟云学术

A risk analysis for a system stabilized by a central agent

Published:2017-05-31 Issue:2 Volume:6 Page:97-120
ISSN:1875-9173
Container-title:Risk and Decision Analysis
language:
Short-container-title:RDA

Author:

Garnier Josselin¹,Papanicolaou George²,Yang Tzu-Wei³

Affiliation:

1. Laboratoire de Probabilités et Modèles Aléatoires & Laboratoire Jacques-Louis Lions, Université Paris Diderot, 75205 Paris Cedex 13, France. E-mail: garnier@math.univ-paris-diderot.fr

2. Department of Mathematics, Stanford University, CA 94305, USA. E-mail: papanicolaou@stanford.edu

3. School of Mathematics, University of Minnesota, MN 55455, USA. E-mail: yangx953@umn.edu

Publisher

IOS Press

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Finance,Statistics and Probability

Reference23 articles.

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2. Large deviation properties of weakly interacting processes via weak convergence methods;Budhiraja;The Annals of Applied Probability,2012

3. Mean field games and systemic risk;Carmona;Communications in Mathematical Sciences,2015

4. Large portfolio losses: A dynamic contagion model;Dai Pra;The Annals of Applied Probability,2009

5. Critical dynamics and fluctuations for a mean-field model of cooperative behavior;Dawson;Journal of Statistical Physics,1983

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