Browsing Research Articles (Insurance and Actuarial Science) by UP Author "Walters, Nadine"

Browsing Research Articles (Insurance and Actuarial Science) by UP Author "Walters, Nadine"

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  • Walters, Nadine; Van Zyl, A.J. (Gusti); Beyers, Frederik Johannes Conradie (World Scientific Publishing, 2019-03)
    We consider the fraction of nodes that default in large, stochastic, inhomogeneous financial networks following an initial shock to the system. Results for deterministic sequences of networks are generalized to stochastic ...