78 citations · 96 across the 3 of their papers we have counts for
4 papers
Climb on the Bandwagon: Consensus and periodicity in a lifetime utility model with strategic interactions
Paolo Dai Pra, Elena Sartori, Marco Tolotti
What is the emergent long-run equilibrium of a society where many interacting agents bet on the optimal energy to put in place in order to climb on the Bandwagon? In this paper we…
Unruh--DeWitt detectors in spherically symmetric dynamical space-times
G. Acquaviva, R. Di Criscienzo, M. Tolotti +2
In the present paper, Unruh--DeWitt detectors are used in order to investigate the issue of temperature associated with a spherically symmetric dynamical space-times. Firstly, we r…
Heterogeneous credit portfolios and the dynamics of the aggregate losses
Paolo Dai Pra, Marco Tolotti
We study the impact of contagion in a network of firms facing credit risk. We describe an intensity based model where the homogeneity assumption is broken by introducing a random e…
Large portfolio losses: A dynamic contagion model
Paolo Dai Pra, Wolfgang J. Runggaldier, Elena Sartori +1
Using particle system methodologies we study the propagation of financial distress in a network of firms facing credit risk. We investigate the phenomenon of a credit crisis and qu…