Rui Chen

Inria

Domaine de Voluceau

Rocquencourt

Chesnay, 78153

France

SCHOLARLY PAPERS

2

DOWNLOADS

95

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

A Dynamic Contagion Risk Model With Recovery Features

Number of pages: 36 Posted: 13 Aug 2019
J. Mack Robinson College of Business, Inria, Cornell University and French National Institute for Research in Computer Science and Control (INRIA)
Downloads 48 (421,632)

Abstract:

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collective risk theory, systemic risk, default contagion

2.

Mean Field BSDEs and Global Dynamic Risk Measures

Number of pages: 28 Posted: 07 Sep 2019
Inria, King's College London, Cornell University and French National Institute for Research in Computer Science and Control (INRIA)
Downloads 47 (425,321)

Abstract:

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Systemic risk measures, BSDEs