scholarly journals Associated Credit Risk Contagion with Incubatory Period: A Network-Based Perspective

Complexity ◽  
2020 ◽  
Vol 2020 ◽  
pp. 1-12
Author(s):  
Kai Xu ◽  
Jianming Mo ◽  
Qian Qian ◽  
Fengying Zhang ◽  
Xiaofeng Xie ◽  
...  

Associated credit risk is a kind of credit risk among the associated credit entities formed by credit-related entities. Focusing on this hot topic of associated credit risk and the relevant contagion and considering the latent entities and their incubatory period, this paper builds an infectious dynamic model to describe the associated credit risk contagion of associated credit entities based on the mean-field theory of complex networks. Firstly, this paper analyzes the stable state of the associated credit risk contagion in the associated entity network, considering the latent entities and their incubatory period. Secondly, from the perspective of complex network and considering the incubatory period, a SHIS model is built to reveal how the incubatory period influences associated credit risk contagion. Finally, the sensitivity of some parameters is analyzed in the Barabási–Albert (BA) scale-free network. The results show the following: (i) the contagion threshold of associated credit risk is related to the incubatory period of latent entities, the recovery rate and infectivity of infected entities, and the newborn rate of credit entities; (ii) the infectious rate of infected entities, the mortality rate of credit entities, and the important factors stated in (i) are all significantly correlated with the density of infected entities.

2014 ◽  
Vol 596 ◽  
pp. 868-872 ◽  
Author(s):  
Rui Sun ◽  
Wan Bo Luo

Considering propagation characteristics and affecting factors of rumor in real-world complex networks, this paper described different propagation rates of different nodes by introducing the rumor acceptability function. Based on mean-field theory, this paper presented a rumor propagation model with non-uniform propagation rate, and then simulated the behaviour of rumor propagation on scale-free network and calculated the propagation thresholds by corresponding dynamics equation. Theoretical analysis and simulation results show that nodes with different rumor acceptability could lead to slowing the spread of rumors, make positive propagation threshold arise, and effectively contain the outbreak and reduce the risk of rumors.


2012 ◽  
Vol 562-564 ◽  
pp. 1386-1389
Author(s):  
Yuan Mei Wang ◽  
Tao Li

In the SIR model once a node is cured after infection it becomes permanently immune,but we assume this immunity to be temporary. So we obtain an epidemic model with time delay on scale-free networks. Using the mean field theory the spreading threshold and the spreading dynamics is analyzed. Theoretical results indicate that the threshold is significantly dependent on the topology of scale-free networks and time delay. Numerical simulations confirmed the theoretical results.


2000 ◽  
Vol 61 (17) ◽  
pp. 11521-11528 ◽  
Author(s):  
Sergio A. Cannas ◽  
A. C. N. de Magalhães ◽  
Francisco A. Tamarit

1980 ◽  
Vol 13 (3) ◽  
pp. 403-418 ◽  
Author(s):  
A Blandin ◽  
M Gabay ◽  
T Garel

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