Modeling Risk Sharing and Impact on Systemic Risk

Overview

This repository contains the code accompanying the research paper "Modeling Risk Sharing and Impact on Systemic Risk" published in Mathematics, 2024, volume 12, number 13. The paper explores the modeling of risk sharing and its implications for systemic risk in financial networks.

Paper Details

• Title: Modeling Risk Sharing and Impact on Systemic Risk
• Authors: Walter Farkas, Patrick Lucescu
• Journal: Mathematics
• Publication Year: 2024
• DOI: https://doi.org/10.3390/math12132083