arXiv (All)
open access
Identifiability of Contagion Components amid Environmental Fluctuations in Aggregated Default Counts
Can contagion components be identified in aggregated default counts when default probabilities fluctuate with the economic environment? We study this question as an identifiability problem for coarse-grained default-count distributions. We adopt a binomial mixture with a Probit--Normal default proba
Conceptio Open Archive
Analyze & explore related research in Conceptio
Connect this record directly into your research workflow or AI agent. Explore citations across open repositories, query full text, and export structured proof bundles.
This document is indexed with metadata only: full text is not available in the archive for this record. Open the official source ↗
Related documents
- Distinct patterns of social contagion under risk and ambiguity.#275420
- Endpoint and Vanishing-Density Asymptotics for Hardy--Szegő Zero Counts#986604
- Local uniform asymptotics for a non-standard risk model and interplay of insurance and financial risks stemming by systemic factors#1083484
- Exact Recovery of Community Detection in dependent Gaussian Mixture Models#131179
- Persistent-at-risk-of-poverty rate#816550
Record · ID 974387
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Bring this data into your agent: Connect via MCP or API · 20 free credits to start · no card required
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive