Optimal risk sharing and dividend strategies under default contagion : a semi-analytical approach
Ming Qiu, Zhuo Jin, Shuanming Li
| Year of publication: |
2023
|
|---|---|
| Authors: | Qiu, Ming ; Jin, Zhuo ; Li, Shuanming |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 113.2023, p. 1-23
|
| Subject: | Contagion | Default | Optimal dividends | Risk sharing | Semi-analytical approach | Systemic risk | Dividende | Dividend | Theorie | Theory | Risiko | Risk | Kreditrisiko | Credit risk | Risikomanagement | Risk management | Ansteckungseffekt | Contagion effect | Systemrisiko | Finanzkrise | Financial crisis | Insolvenz | Insolvency | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2023.07.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014466202