Yixi Shi

Columbia University

3022 Broadway

New York, NY 10027

United States

SCHOLARLY PAPERS

1

DOWNLOADS

421

TOTAL CITATIONS

6

Scholarly Papers (1)

1.

Stochastic Risk Networks: Modeling, Analysis and Efficient Monte Carlo

Number of pages: 33 Posted: 29 Feb 2012 Last Revised: 04 Jul 2017
Jose Blanchet, Juan Li and Yixi Shi
Columbia University, Columbia University and Columbia University
Downloads 421 (151,526)
Citation 6

Abstract:

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systemic risks, risk networks, default contagion, insurance, reinsurance, heavy tails, equilibrium, linear programming, knapsack problems, rare event simulation