Data · collection · 2016
Systemic risk components in a network model of contagion
Listed in DataCite
We show how to perform a systemic risk attribution in a network model of contagion with interlocking balance sheets, using the Shapley and Aumann–Shapley values.
Description
Along the way, we establish new results on the sensitivity analysis of the Eisenberg–Noe network model of contagion, featuring a Markov chain interpretation. We illustrate the design process for systemic risk attribution methods by developing several examples.
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- Repository landing page tandf.figshare.com/collections/Systemic_Risk_Components_in_a_Network_Model_of_Con… ↗
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- DOI doi.org/10.6084/m9.figshare.c.2166884 ↗
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Documentation and papers
Catalogue records · 2
- DataCite API api.datacite.org/dois/10.6084/m9.figshare.c.2166884 ↗
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- DataCite Commons commons.datacite.org/doi.org/10.6084/m9.figshare.c.2166884 ↗
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Topics
- Stated by source
- Biological sciences · Clinical medicine
- From keywords
- Genetics · Immunology
Related
- Inverse of has versionSystemic Risk Components in a Network Model of Contagion
Provenance · 1 source records, 9 field assertions
| Source | Key | Last seen | Raw |
|---|---|---|---|
| DataCite | 10.6084/m9.figshare.c.2166884 | 15 d ago | JSON v1 |
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| concepts[field].fos:clinical-medicine | source · DataCite | connector:datacite@1.0.0 | |
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