2017年10月
Estimating risk propagation between interacting firms on inter-firm complex network
PLOS ONE
- ,
- ,
- 巻
- 12
- 号
- 10
- 記述言語
- 英語
- 掲載種別
- 研究論文(学術雑誌)
- DOI
- 10.1371/journal.pone.0185712
- 出版者・発行元
- PUBLIC LIBRARY SCIENCE
We derive a stochastic function of risk propagation empirically from comprehensive data of chain-reaction bankruptcy events in Japan from 2006 to 2015 over 5,000 pairs of firms. The probability is formulated by firm interaction between the pair of firms; it is proportional to the product of alpha-th power of the size of the first bankrupt firm and beta-th power of that of the chainreaction bankrupt firm. We confirm that a is positive and beta is negative throughout the observing period, meaning that the probability of cascading failure is higher between a larger first bankrupt firm and smaller trading firm. We additionally introduce a numerical model simulating the whole ecosystem of firms and show that the interaction kernel is a key factor to express complexities of spreading bankruptcy risks on real ecosystems.
- リンク情報
- ID情報
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- DOI : 10.1371/journal.pone.0185712
- ISSN : 1932-6203
- Web of Science ID : WOS:000412131900039