Systemic Risk and Stochastic Games with Delay

Business & Economics

• Stochastic Games 100%
• Systemic Risk 80%
• Borrowing 49%
• Open-loop Nash Equilibrium 40%
• Stochastic Differential Games 37%
• Backward Stochastic Differential Equation 37%
• Capitalization 35%
• Partial Differential Equations 31%
• Finite Horizon 29%
• Liquidity Risk 28%
• Bank Lending 27%
• Incentives 26%
• Debt 23%
• Objective Function 23%
• Obligation 22%
• Nash Equilibrium 22%
• Lending 21%
• Costs 9%

Mathematics

• Stochastic Games 97%
• Banks 92%
• Nash Equilibrium 54%
• Liquidity 41%
• Incentives 34%
• Stochastic Differential Games 34%
• Backward Stochastic Differential Equation 29%
• Finite Horizon 29%
• Closed-loop 27%
• Objective function 20%
• Costs 18%
• Partial differential equation 18%
• Model 8%

Engineering & Materials Science

• Banking 85%
• Partial differential equations 24%
• Differential equations 22%
• Costs 9%