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Simulation should be able to study the tradeoff between (number of bankruptcies) and (extent of the market) in a more clear way #77

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x0range opened this issue Sep 19, 2018 · 0 comments

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x0range commented Sep 19, 2018

We found that risk model homogeneity can have either

an effect on the extent of the market (the number of contracts underwritten), or
an effect on the number of bankruptcies,

... depending on the parameter setting. (For instance by varying the margin of safety parameter.)

We should implement ways to study this and visualize this in a clear way.

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