Optimal dividend strategy for an insurance group with contagious default risk
Zhuo Jin, Huafu Liao, Yue Yang and Xiang Yu
| Year of publication: |
2021
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|---|---|
| Authors: | Jin, Zhuo ; Liao, Huafu ; Yang, Yue ; Yu, Xiang |
| Published in: |
Scandinavian actuarial journal. - Stockholm : Taylor & Francis, ISSN 1651-2030, ZDB-ID 2029609-5. - Vol. 2021.2021, 4, p. 335-361
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| Subject: | credit default contagion | default-state-modulated barriers | Insurance group | optimal dividend | recursive system of HJBVIs | Dividende | Dividend | Versicherung | Insurance | Kreditrisiko | Credit risk | Theorie | Theory | Insolvenz | Insolvency | Risikomodell | Risk model | Kreditderivat | Credit derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03461238.2020.1845231 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012515737