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Lukas Reichel
Former Member
Title
M.Sc.
Last Name
Reichel
First name
Lukas
Phone
+41 71 224 3655
Now showing
1 - 10 of 14
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PublicationType: journal articleJournal: European Journal of Operational ResearchVolume: 292Issue: 2
Scopus© Citations 3 -
PublicationType: journal articleJournal: North American Actuarial JournalVolume: 22Issue: 4
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PublicationSystemic Risk through Contagion in a Core-Periphery Structured Banking Network( 2015)
;Kley, Oliver ;Klüppelberg, ClaudiaWe contribute to the understanding of how systemic risk arises in a network of credit-interlinked agents. Motivated by empirical studies we formulate a network model which, despite its simplicity, depicts the nature of interbank markets better than a symmetric model. The components of a vector Ornstein-Uhlenbeck process living on the nodes of the network describe the financial robustnesses of the agents. For this system, we prove a LLN for growing network size leading to a propagation of chaos result. We state properties which arise from such a structure, and examine the effect of asymmetry on several risk management issues and the possibility of contagion.Type: journal articleJournal: Banach Center publicationsVolume: 104Issue: 1 -
PublicationAssekuranz 2025: Quo Vadis?(Institute of Insurance Economics I.VW-HSG, 2017)et al.Type: bookVolume: Band 63
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PublicationDigitales Monitoring in der Assekuranz( 2017)Institut für Versicherungswirtschaft, (I.VW)
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PublicationType: newspaper articleJournal: I.VW Management-Information
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PublicationType: presentation
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PublicationType: presentation
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PublicationType: presentation
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