FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2990105672> ?p ?o ?g. }

• W2990105672 endingPage "1442" @default.
• W2990105672 startingPage "1412" @default.
• W2990105672 abstract "We introduce threshold growth in the classical threshold contagion model, or equivalently a network of Cramér-Lundberg processes in which nodes have downward jumps when there is a failure of a neighboring node. Choosing the configuration model as underlying graph, we prove fluid limits for the baseline model, as well as extensions to the directed case, state-dependent interarrival times and the case of growth driven by upward jumps. We obtain explicit ruin probabilities for the nodes according to their characteristics: initial threshold and in- (and out-) degree. We then allow nodes to choose their connectivity by trading off link benefits and contagion risk. We define a rational equilibrium concept in which nodes choose their connectivity according to an expected failure probability of any given link and then impose condition that the expected failure probability coincides with the actual failure probability under the optimal connectivity. We show existence of an asymptotic equilibrium and convergence of the sequence of equilibria on the finite networks. In particular, our results show that systems with higher overall growth may have higher failure probability in equilibrium." @default.
• W2990105672 created "2019-12-05" @default.
• W2990105672 creator A5005979835 @default.
• W2990105672 creator A5017245116 @default.
• W2990105672 creator A5027960285 @default.
• W2990105672 date "2022-05-01" @default.
• W2990105672 modified "2023-10-17" @default.
• W2990105672 title "A Dynamic Contagion Risk Model with Recovery Features" @default.
• W2990105672 cites W1533368239 @default.
• W2990105672 cites W1584575186 @default.
• W2990105672 cites W1897619428 @default.
• W2990105672 cites W1979720612 @default.
• W2990105672 cites W1998663529 @default.
• W2990105672 cites W2000687288 @default.
• W2990105672 cites W2017903822 @default.
• W2990105672 cites W2031746811 @default.
• W2990105672 cites W2034396538 @default.
• W2990105672 cites W2038942686 @default.
• W2990105672 cites W2071766877 @default.
• W2990105672 cites W2080613566 @default.
• W2990105672 cites W2093333397 @default.
• W2990105672 cites W2096099771 @default.
• W2990105672 cites W2114696370 @default.
• W2990105672 cites W2120874332 @default.
• W2990105672 cites W2148896022 @default.
• W2990105672 cites W2162337502 @default.
• W2990105672 cites W2184305381 @default.
• W2990105672 cites W2231605879 @default.
• W2990105672 cites W2290127356 @default.
• W2990105672 cites W2491238522 @default.
• W2990105672 cites W2619479299 @default.
• W2990105672 cites W2667583655 @default.
• W2990105672 cites W2950850272 @default.
• W2990105672 cites W2951213399 @default.
• W2990105672 cites W2952569630 @default.
• W2990105672 cites W2964152523 @default.
• W2990105672 cites W2964233059 @default.
• W2990105672 cites W2969859337 @default.
• W2990105672 cites W3098786156 @default.
• W2990105672 cites W3102034753 @default.
• W2990105672 cites W3121253705 @default.
• W2990105672 cites W3121382465 @default.
• W2990105672 cites W3122712066 @default.
• W2990105672 cites W3122768207 @default.
• W2990105672 cites W3122812694 @default.
• W2990105672 cites W3124317733 @default.
• W2990105672 cites W3124498556 @default.
• W2990105672 cites W3125476236 @default.
• W2990105672 cites W3126101873 @default.
• W2990105672 cites W390146837 @default.
• W2990105672 cites W4230327943 @default.
• W2990105672 cites W4232729308 @default.
• W2990105672 cites W4238955406 @default.
• W2990105672 cites W4246013509 @default.
• W2990105672 cites W4248503640 @default.
• W2990105672 cites W6931473 @default.
• W2990105672 doi "https://doi.org/10.1287/moor.2021.1174" @default.
• W2990105672 hasPublicationYear "2022" @default.
• W2990105672 type Work @default.
• W2990105672 sameAs 2990105672 @default.
• W2990105672 citedByCount "4" @default.
• W2990105672 countsByYear W29901056722021 @default.
• W2990105672 countsByYear W29901056722023 @default.
• W2990105672 crossrefType "journal-article" @default.
• W2990105672 hasAuthorship W2990105672A5005979835 @default.
• W2990105672 hasAuthorship W2990105672A5017245116 @default.
• W2990105672 hasAuthorship W2990105672A5027960285 @default.
• W2990105672 hasBestOaLocation W29901056722 @default.
• W2990105672 hasConcept C114614502 @default.
• W2990105672 hasConcept C126255220 @default.
• W2990105672 hasConcept C127413603 @default.
• W2990105672 hasConcept C132525143 @default.
• W2990105672 hasConcept C144237770 @default.
• W2990105672 hasConcept C162324750 @default.
• W2990105672 hasConcept C2777303404 @default.
• W2990105672 hasConcept C2778112365 @default.
• W2990105672 hasConcept C28826006 @default.
• W2990105672 hasConcept C33923547 @default.
• W2990105672 hasConcept C50522688 @default.
• W2990105672 hasConcept C54355233 @default.
• W2990105672 hasConcept C62611344 @default.
• W2990105672 hasConcept C66938386 @default.
• W2990105672 hasConcept C86803240 @default.
• W2990105672 hasConceptScore W2990105672C114614502 @default.
• W2990105672 hasConceptScore W2990105672C126255220 @default.
• W2990105672 hasConceptScore W2990105672C127413603 @default.
• W2990105672 hasConceptScore W2990105672C132525143 @default.
• W2990105672 hasConceptScore W2990105672C144237770 @default.
• W2990105672 hasConceptScore W2990105672C162324750 @default.
• W2990105672 hasConceptScore W2990105672C2777303404 @default.
• W2990105672 hasConceptScore W2990105672C2778112365 @default.
• W2990105672 hasConceptScore W2990105672C28826006 @default.
• W2990105672 hasConceptScore W2990105672C33923547 @default.
• W2990105672 hasConceptScore W2990105672C50522688 @default.
• W2990105672 hasConceptScore W2990105672C54355233 @default.
• W2990105672 hasConceptScore W2990105672C62611344 @default.
• W2990105672 hasConceptScore W2990105672C66938386 @default.
• W2990105672 hasConceptScore W2990105672C86803240 @default.

• next