Andreea Minca

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All published works

Action	Title	Year	Authors
+	Social distancing game and insurance investment in a pandemic	2023	Hamed Amini Andreea Minca
+ PDF Chat	Ruin Probabilities for Risk Processes in Stochastic Networks	2023	Hamed Amini Zhongyuan Cao Andreea Minca Agnès Sulem
+	Ruin Probabilities for Risk Processes in Stochastic Networks	2023	Hamed Amini Zhongyuan Cao Andreea Minca Agnès Sulem
+ PDF Chat	Decentralized Governance of Stablecoins with Closed Form Valuation	2023	Lucy Huo Ariah Klages‐Mundt Andreea Minca Frederik Christian Münter Mads Rude Wind
+	Duration-dependent stochastic fluid processes and solar energy revenue modeling	2023	Hamed Amini Andreea Minca Oscar Peralta
+	Ruin-dependent bivariate stochastic fluid processes	2023	Hamed Amini Andreea Minca Oscar Peralta
+	Reinforcement Learning for SBM Graphon Games with Re-Sampling	2023	Peihan Huo Oscar Peralta Junyu Guo Qiaomin Xie Andreea Minca
+	Pathwise and distributional approximations of semi-Markov processes	2023	Martin Bladt Andreea Minca Oscar Peralta
+ PDF Chat	While stability lasts: A stochastic model of noncustodial stablecoins	2022	Ariah Klages‐Mundt Andreea Minca
+	Large vector autoregressive exogenous factor (VARX) model with network regularization	2022	Weilong Guo Andreea Minca
+ PDF Chat	A Dynamic Contagion Risk Model with Recovery Features	2021	Hamed Amini Andreea Minca Agnès Sulem
+ PDF Chat	Optimal intervention in economic networks using influence maximization methods	2021	Ariah Klages‐Mundt Andreea Minca
+	Decentralized Governance of Stablecoins with Option Pricing.	2021	Lucy Huo Ariah Klages‐Mundt Andreea Minca Frederik Christian Münter Mads Rude Wind
+ PDF Chat	(In)Stability for the Blockchain: Deleveraging Spirals and Stablecoin Attacks	2021	Ariah Klages‐Mundt Andreea Minca
+	Optimal Intervention in Economic Networks using Influence Maximization Methods	2021	Ariah Klages‐Mundt Andreea Minca
+	Decentralized Governance of Stablecoins with Closed Form Valuation	2021	Lucy Huo Ariah Klages‐Mundt Andreea Minca Frederik Christian Münter Mads Rude Wind
+	Optimal Intervention in Economic Networks using Influence Maximization Methods	2021	Ariah Klages‐Mundt Andreea Minca
+ PDF Chat	Stablecoins 2.0: Economic Foundations and Risk-based Models	2020	Ariah Klages‐Mundt Dominik Harz Lewis Gudgeon Junyou Liu Andreea Minca
+ PDF Chat	Stablecoins 2.0	2020	Ariah Klages‐Mundt Dominik Harz Lewis Gudgeon Junyou Liu Andreea Minca
+ PDF Chat	Provable Fictitious Play for General Mean-Field Games	2020	Qiaomin Xie Zhuoran Yang Zhaoran Wang Andreea Minca
+	Pandemic Risks and Equilibrium Social Distancing in Heterogeneous Networks	2020	Hamed Amini Andreea Minca
+ PDF Chat	Stablecoins 2.0: Economic Foundations and Risk-based Models	2020	Ariah Klages‐Mundt Dominik Harz Lewis Gudgeon Junyou Liu Andreea Minca
+	While Stability Lasts: A Stochastic Model of Stablecoins	2020	Ariah Klages‐Mundt Andreea Minca
+ PDF Chat	While Stability Lasts: A Stochastic Model of Stablecoins	2020	Ariah Klages‐Mundt Andreea Minca
+ PDF Chat	Cascading Losses in Reinsurance Networks	2020	Ariah Klages‐Mundt Andreea Minca
+	Provable Fictitious Play for General Mean-Field Games	2020	Qiaomin Xie Zhuoran Yang Zhaoran Wang Andreea Minca
+	Pandemic Risks and Equilibrium Social Distancing in Heterogeneous Networks	2020	Hamed Amini Andreea Minca
+ PDF Chat	Stablecoins 2.0: Economic Foundations and Risk-based Models	2020	Ariah Klages‐Mundt Dominik Harz Lewis Gudgeon Junyou Liu Andreea Minca
+	Epidemic Spreading and Equilibrium Social Distancing in Heterogeneous Networks	2020	Hamed Amini Andreea Minca
+	Clustering Degree-Corrected Stochastic Block Model with Outliers.	2019	Xin Qian Yudong Chen Andreea Minca
+	(In)Stability for the Blockchain: Deleveraging Spirals and Stablecoin Attacks	2019	Ariah Klages‐Mundt Andreea Minca
+	Clustering Degree-Corrected Stochastic Block Model with Outliers	2019	Xin Qian Yudong Chen Andreea Minca
+ PDF Chat	A Dynamic Contagion Risk Model With Recovery Features	2019	Hamed Amini Andreea Minca Agnès Sulem
+	(In)Stability for the Blockchain: Deleveraging Spirals and Stablecoin Attacks	2019	Ariah Klages‐Mundt Andreea Minca
+ PDF Chat	On the central management of risk networks	2017	Florin Avram Andreea Minca
+ PDF Chat	On the central management of risk networks	2017	Florin Avram Andreea Minca
+ PDF Chat	On the central management of risk networks	2017	Florin Avram Andreea Minca
+ PDF Chat	On the Central Management of Risk Networks	2016	Florin Avram Andreea Minca
+	On the central management of risk networks	2015	Florin Avram Andreea Minca
+	Uniqueness of Equilibrium in a Payment System with Liquidation Costs	2015	Hamed Amini Damir Filipović Andreea Minca
+ PDF Chat	RESILIENCE TO CONTAGION IN FINANCIAL NETWORKS	2013	Hamed Amini Rama Cont Andreea Minca
+ PDF Chat	Resilience to Contagion in Financial Networks	2010	Hamed Amini Rama Cont Andreea Minca

Common Coauthors

Coauthor	Papers Together
Ariah Klages‐Mundt	17
Hamed Amini	13
Florin Avram	5
Dominik Harz	4
Junyou Liu	4
Agnès Sulem	4
Lewis Gudgeon	4
Oscar Peralta	4
Qiaomin Xie	3
Frederik Christian Münter	3
Mads Rude Wind	3
Zhongyuan Cao	2
Rama Cont	2
Yudong Chen	2
Lucy Huo	2
Zhuoran Yang	2
Xin Qian	2
Weilong Guo	1
Damir Filipović	1
Peihan Huo	1
Lucy Huo	1
Martin Bladt	1
Zhaoran Wang	1
Zhaoran Wang	1
Junyu Guo	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+ PDF Chat	The Probability That a Random Multigraph is Simple	2009	Svante Janson	5
+	Epidemic spreading on complex networks with community structures	2016	Clara Stegehuis Remco van der Hofstad Johan S. H. van Leeuwaarden	5
+	Bootstrap percolation on the random regular graph	2006	József Balogh Boris Pittel	5
+ PDF Chat	RESILIENCE TO CONTAGION IN FINANCIAL NETWORKS	2013	Hamed Amini Rama Cont Andreea Minca	5
+	An Analysis of Uniswap markets	2020	Guillermo Angeris Hsien-Tang Kao Rei Chiang Charlie Noyes Tarun Chitra	5
+ PDF Chat	Managing Default Contagion in Inhomogeneous Financial Networks	2019	Nils Detering Thilo Meyer‐Brandis Κωνσταντίνος Παναγιώτου Daniel Ritter	4
+	Some results on ruin probabilities in a two-dimensional risk model	2003	Wai‐Sum Chan Hailiang Yang Lianzeng Zhang	4
+ PDF Chat	Exit problem of a two-dimensional risk process from the quadrant: Exact and asymptotic results	2008	Florin Avram Zbigniew Palmowski Martijn Pistorius	4
+ PDF Chat	The Decentralized Financial Crisis	2020	Lewis Gudgeon Daniel Pérez Dominik Harz Benjamin Livshits Arthur Gervais	4
+	Random Graphs	2001	Béla Bollobás	4
+ PDF Chat	Bootstrap Percolation and Diffusion in Random Graphs with Given Vertex Degrees	2010	Hamed Amini	4
+ PDF Chat	Risk in a Large Claims Insurance Market with Bipartite Graph Structure	2016	Oliver Kley Claudia Klüppelberg Gesine Reinert	4
+ PDF Chat	Law of large numbers for the SIR epidemic on a random graph with given degrees	2014	Svante Janson Malwina Luczak Peter Windridge	4
+ PDF Chat	Projecting social contact matrices in 152 countries using contact surveys and demographic data	2017	Kiesha Prem Alex R. Cook Mark Jit	3
+ PDF Chat	Evaluation of vaccination strategies for SIR epidemics on random networks incorporating household structure	2017	Frank Ball David Sirl	3
+ PDF Chat	On Exact Solutions for Dividend Strategies of Threshold and Linear Barrier Type in a Sparre Andersen Model	2007	Hansjörg Albrecher Jürgen Hartinger Stefan Thonhauser	3
+ PDF Chat	The Gap Game	2018	Itay Tsabary Ittay Eyal	3
+ PDF Chat	On the exact solution of the multi-period portfolio choice problem for an exponential utility under return predictability	2015	Taras Bodnar Nestor Parolya Wolfgang Schmid	3
+ PDF Chat	Scaling limits via excursion theory: Interplay between Crump–Mode–Jagers branching processes and processor-sharing queues	2013	Amaury Lambert Florian Simatos Bert Zwart	3
+ PDF Chat	Social Contacts and Mixing Patterns Relevant to the Spread of Infectious Diseases	2008	Joël Mossong Niel Hens Mark Jit Philippe Beutels Kari Auranen Rafael Mikolajczyk Marco Massari Stefania Salmaso Gianpaolo Scalia Tomba Jacco Wallinga	3
+ PDF Chat	Bootstrap Percolation in Living Neural Networks	2010	Hamed Amini	3
+	Strategies for Dividend Distribution: A Review	2009	Benjamin Avanzi	3
+ PDF Chat	On the central management of risk networks	2017	Florin Avram Andreea Minca	3
+ PDF Chat	Graphs with specified degree distributions, simple epidemics, and local vaccination strategies	2007	Tom Britton Svante Janson Anders Martin‐Löf	3
+ PDF Chat	Epidemic processes in complex networks	2015	Romualdo Pastor‐Satorras Claudio Castellano Piet Van Mieghem Alessandro Vespignani	3
+ PDF Chat	The Theory of Scale Functions for Spectrally Negative Lévy Processes	2012	Alexey Kuznetsov Andreas E. Kyprianou Víctor M. Hernández Rivero	3
+ PDF Chat	Threshold behaviour and final outcome of an epidemic on a random network with household structure	2009	Frank Ball David Sirl Pieter Trapman	3
+ PDF Chat	A two-dimensional ruin problem on the positive quadrant	2007	Florin Avram Zbigniew Palmowski Martijn Pistorius	3
+ PDF Chat	Stablecoins 2.0: Economic Foundations and Risk-based Models	2020	Ariah Klages‐Mundt Dominik Harz Lewis Gudgeon Junyou Liu Andreea Minca	3
+ PDF Chat	On the submodularity of influence in social networks	2007	Elchanan Mossel Sébastien Roch	3
+	While Stability Lasts: A Stochastic Model of Stablecoins	2020	Ariah Klages‐Mundt Andreea Minca	3
+	The effect of control strategies to reduce social mixing on outcomes of the COVID-19 epidemic in Wuhan, China: a modelling study	2020	Kiesha Prem Yang Liu Timothy Russell Adam J. Kucharski Rosalind M. Eggo Nicholas G. Davies Mark Jit Petra Klepac Stefan Flasche Samuel Clifford	3
+	A Simple Planning Problem for COVID-19 Lockdown	2020	Fernando Álvarez David Argente Francesco Lippi	3
+ PDF Chat	On percolation in random graphs with given vertex degrees	2009	Svante Janson	3
+ PDF Chat	Strategies for mitigating an influenza pandemic	2006	Neil M. Ferguson Derek A. T. Cummings Christophe Fraser James Cajka Philip C. Cooley Donald S. Burke	3
+	Incidence of 2009 pandemic influenza A H1N1 infection in England: a cross-sectional serological study	2010	Elizabeth Miller Katja Höschler Pia Hardelid Elaine Stanford Nick Andrews Maria Zambon	3
+ PDF Chat	On the optimal dividend problem for a spectrally negative Lévy process	2007	Florin Avram Zbigniew Palmowski Martijn Pistorius	3
+ PDF Chat	Does Social Distancing Matter?	2020	Michael Greenstone Vishan Nigam	3
+ PDF Chat	Differential Equations for Random Processes and Random Graphs	1995	Nicholas Wormald	3
+	(In)Stability for the Blockchain: Deleveraging Spirals and Stablecoin Attacks	2019	Ariah Klages‐Mundt Andreea Minca	3
+	The Decentralized Financial Crisis: Attacking DeFi.	2020	Lewis Gudgeon Daniel Pérez Dominik Harz Arthur Gervais Benjamin Livshits	3
+ PDF Chat	The reproduction number of COVID-19 and its correlation with public health interventions	2020	Kevin Linka Mathias Peirlinck Ellen Kuhl	3
+ PDF Chat	A unified approach to systemic risk measures via acceptance sets	2018	Francesca Biagini Jean‐Pierre Fouque Marco Frittelli Thilo Meyer‐Brandis	2
+	Pandemic risk: how large are the expected losses?	2018	Victoria Y. Fan Dean T. Jamison Lawrence H. Summers	2
+ PDF Chat	Random Graphs with Clustering	2009	M. E. J. Newman	2
+	Fluctuations of spectrally negative Markov additive processes	2008	Andreas E. Kyprianou Zbigniew Palmowski	2
+ PDF Chat	Bootstrap percolation on the hypercube	2005	József Balogh Béla Bollobás	2
+ PDF Chat	Occupation densities in solving exit problems for Markov additive processes and their reflections	2012	Jevgeņijs Ivanovs Zbigniew Palmowski	2
+ PDF Chat	Measures of Systemic Risk	2017	Zachary Feinstein Birgit Rudloff Stefan Weber	2
+ PDF Chat	The Size of the Giant Component of a Random Graph with a Given Degree Sequence	1998	Michael Molloy Bruce Reed	2