Zobrazeno 1 - 10
of 45
pro vyhledávání: '"Andreea Minca"'
We consider blockchain adoption in a multiple firm market. The blockchain cost per firm decreases with the adoption rate as the cost of verification and recording is distributed among the adopters. We study the Nash equilibria of the adoption game an
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::029a14b22bddc1e32de35a1707a3c355
https://doi.org/10.2139/ssrn.4342013
https://doi.org/10.2139/ssrn.4342013
Publikováno v:
Mathematical Research for Blockchain Economy ISBN: 9783031186783
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fa4bb495e921fd6627aeabeedecc00dd
https://doi.org/10.1007/978-3-031-18679-0_4
https://doi.org/10.1007/978-3-031-18679-0_4
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8eab631e2262af6f76f38b3e97260794
https://doi.org/10.2139/ssrn.4322849
https://doi.org/10.2139/ssrn.4322849
Autor:
Ariah Klages-Mundt, Andreea Minca
Publikováno v:
Management Science. 66:4246-4268
We develop a model for contagion in reinsurance networks by which primary insurers’ losses are spread through the network. Our model handles general reinsurance contracts, such as typical excess of loss contracts. We show that simpler models existi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e38d813ac1a44afc3b67d271ebe74a61
https://doi.org/10.1287/mnsc.2019.3389
https://doi.org/10.1287/mnsc.2019.3389
Autor:
Johannes Wissel, Andreea Minca
Publikováno v:
Operations Research. 68:93-114
We endogenize the dynamics of a large borrower’s leverage based on a new type of game among the lender, the leveraging/deleveraging game. Leverage is mean reverting around a long-run level and explosive above an instability level. This is driven by
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::df76de7d12b71e0266b3fc6f736143cd
https://doi.org/10.1287/opre.2019.1865
https://doi.org/10.1287/opre.2019.1865
Publikováno v:
SIAM Journal on Financial Mathematics. 11:60-98
We examine the effects on a financial network of clearing all contracts though a central node (CN), thereby transforming the original network into a star-shaped one. The CN is capitalized with external equity and a guaranty fund. We introduce a struc
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9501cc5edbb65ec125f65eb6ea6dcc1e
https://doi.org/10.1137/18m1184667
https://doi.org/10.1137/18m1184667
Autor:
Andreea Minca, Johannes Wissel
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d501c01bb4368e0abd444ed4243b4afc
https://doi.org/10.2139/ssrn.4228315
https://doi.org/10.2139/ssrn.4228315
Autor:
Weilong Guo, Andreea Minca
Publikováno v:
The Journal of Network Theory in Finance.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6fc4592bf78927361be7735594a345cd
https://doi.org/10.21314/jntf.2021.004
https://doi.org/10.21314/jntf.2021.004
Publikováno v:
Mathematics of Operations Research
Mathematics of Operations Research, 2021, ⟨10.1287/moor.2021.1174⟩
Mathematics of Operations Research, INFORMS, 2021, ⟨10.1287/moor.2021.1174⟩
Mathematics of Operations Research, 2021, ⟨10.1287/moor.2021.1174⟩
Mathematics of Operations Research, INFORMS, 2021, ⟨10.1287/moor.2021.1174⟩
International audience; 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 c
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5a4865ca5a12bc44aed389e52b040297
https://inria.hal.science/hal-02421342
https://inria.hal.science/hal-02421342
Autor:
Hamed Amini, Andreea Minca
Publikováno v:
Dynamic Games and Applications
We study a multi-type SIR epidemic process among a heterogeneous population that interacts through a network. When we base social contact on a random graph with given vertex degrees, we give limit theorems on the fraction of infected individuals. For
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::bf65e7e7481c30d639142598f0cf4ff4
https://pubmed.ncbi.nlm.nih.gov/35003828
https://pubmed.ncbi.nlm.nih.gov/35003828