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This paper is part of the research on the interlinkages between insurers and their contribution to systemic risk on the insurance market. Its main purpose is to present the results of the analysis of linkage dynamics and systemic risk in…

Statistical Finance · Quantitative Finance 2019-08-23 Anna Denkowska , Stanisław Wanat

We study the problem of collaborative machine learning markets where multiple parties can achieve improved performance on their machine learning tasks by combining their training data. We discuss desired properties for these machine…

Computer Science and Game Theory · Computer Science 2019-11-21 Olga Ohrimenko , Shruti Tople , Sebastian Tschiatschek

Actuaries use predictive modeling techniques to assess the loss cost on a contract as a function of observable risk characteristics. State-of-the-art statistical and machine learning methods are not well equipped to handle hierarchically…

Applications · Statistics 2023-02-01 Bavo D. C. Campo , Katrien Antonio

The rapid growth of content distribution on the Internet has brought with it proportional increases in the costs of distributing content. Adding to distribution costs is the fact that digital content is easily duplicable, and hence can be…

Social and Information Networks · Computer Science 2012-12-18 Vinod Ramaswamy , Sachin Adlakha , Srinivas Shakkottai , Adam Wierman

We consider a sharing economy network where agents embedded in a graph share their resources. This is a fundamental model that abstracts numerous emerging applications of collaborative consumption systems. The agents generate a random…

Computer Science and Game Theory · Computer Science 2017-03-29 Leonidas Georgiadis , George Iosifidis , Leandros Tassiulas

Honest cooperation among individuals in a network can be achieved in different ways. In online networks with some kind of central authority, such as Ebay, Airbnb, etc. honesty is achieved through a reputation system, which is maintained and…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-03-15 Alexander Stannat , Johan Pouwelse

Recent work in CHI and CSCW has devoted increasing attention to how the design of network hospitality platforms shapes user experiences and relational outcomes. In this article, I interrogate how different risk factors emerge based on the…

Human-Computer Interaction · Computer Science 2024-04-30 Skyler Wang

Social networks provide a new perspective for enterprises to better understand their customers and have attracted substantial attention in industry. However, inferring high quality customer social networks is a great challenge while there…

Social and Information Networks · Computer Science 2013-05-21 Youfang Lin , Xuguang Jia , Mingjie Lin , Steve Gregory , Huaiyu Wan , Zhihao Wu

This paper, for the first time, proposes a joint electricity and data trading mechanism based on cooperative game theory. All prosumers first submit the parameters associated with both electricity and data to the market operator. The…

Systems and Control · Electrical Eng. & Systems 2022-10-11 Mingyu Yan , Fei Teng

Peer-To-Peer (P2P) networks are self-organizing, distributed systems, with no centralized authority or infrastructure. Because of the voluntary participation, the availability of resources in a P2P system can be highly variable and…

Computer Science and Game Theory · Computer Science 2007-05-23 Chiranjeeb Buragohain , Divyakant Agrawal , Subhash Suri

Cyber insurance is a risk-sharing mechanism that can improve cyber-physical systems (CPS) security and resilience. The risk preference of the insured plays an important role in cyber insurance markets. With the advances in information…

Computer Science and Game Theory · Computer Science 2022-03-24 Shutian Liu , Quanyan Zhu

Most previous works study the evolution of cooperation in a structured population by commonly employing an isolated single network. However, realistic systems are composed of many interdependent networks coupled with each other, rather than…

Physics and Society · Physics 2015-06-11 Baokui Wang , Xiaojie Chen , Long Wang

The P2P model encompasses a network of equal peers, whether in hardware or software, operating autonomously without central control, allowing individual peer failure while ensuring high availability. Nevertheless, current P2P technologies…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-11-07 Hong Su

Economic models with input-output networks assume that firm or sector (unit) growth is driven by a weighted sum of trade partners' growth and an independently-drawn idiosyncratic shock. I show that the idiosyncratic risk assumption in a…

General Economics · Economics 2022-08-03 Victor Sellemi

The frequent occurrence of natural disasters has posed significant challenges to society, necessitating the urgent development of effective risk management strategies. From the early informal community-based risk sharing mechanisms to…

Risk Management · Quantitative Finance 2025-08-06 Lichen Wang , Shijia Hua , Yuyuan Liu , Zhengyuan Lu , Liang Zhang , Linjie Liu , Attila Szolnoki

The emergence of cooperation in the groups of interacting agents is one of the most fascinating phenomena observed in many complex systems studied in social science and ecology, even in the situations where one would expect the agent to use…

Physics and Society · Physics 2026-05-12 Jarosław Adam Miszczak

This paper studies systemic-risk connectedness in the European insurance sector at three levels of granularity: across major segments of financial markets, across insurance subsectors, and across individual insurance companies. Using a…

Computational Finance · Quantitative Finance 2026-05-12 Giovanni Bonaccolto , Nicola Borri , Andrea Consiglio , Giorgio Di Giorgio

The increasing penetration of renewable energy poses significant challenges to power grid reliability. There have been increasing interests in utilizing financial tools, such as insurance, to help end-users hedge the potential risk of lost…

Systems and Control · Electrical Eng. & Systems 2022-09-22 Dongwei Zhao , Hao Wang , Jianwei Huang , Xiaojun Lin

Motivated by recent applications of sequential decision making in matching markets, in this paper we attempt at formulating and abstracting market designs for P2P lending. We describe a paradigm to set the stage for how peer to peer…

Computer Science and Game Theory · Computer Science 2023-08-08 Soumajyoti Sarkar

Machine learning is pervasive. It powers recommender systems such as Spotify, Instagram and YouTube, and health-care systems via models that predict sleep patterns, or the risk of disease. Individuals contribute data to these models and…

Machine Learning · Computer Science 2022-02-22 Mukund Sundararajan , Walid Krichene
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