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Discussion paper / Centre for Economic Policy Research
68
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56
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ECONIS (ZBW)
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1
Optimal risk sharing and dividend strategies under default contagion : a semi-analytical approach
Qiu, Ming
;
Jin, Zhuo
;
Li, Shuanming
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014466202
Saved in:
2
Optimal dividends under Markov-modulated bankruptcy level
Ferrari, Giorgio
;
Schuhmann, Patrick
;
Zhu, Shihao
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 146-172
Persistent link: https://www.econbiz.de/10013380501
Saved in:
3
Optimal dividend and capital injection strategy with a penalty payment at ruin : restricted dividend payments
Xu, Ran
;
Woo, Jae-Kyung
- In:
Insurance / Mathematics & economics
92
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012242033
Saved in:
4
Liquidation risk in insurance under contemporary regulatory frameworks
Li, Xin
;
Liu, Haibo
;
Tang, Qihe
;
Zhu, Jinxia
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 36-49
Persistent link: https://www.econbiz.de/10012294060
Saved in:
5
Ruin probabilities under capital constraints
Ramsden, Lewis
;
Papaioannou, Apostolos D.
- In:
Insurance / Mathematics & economics
88
(
2019
),
pp. 273-282
Persistent link: https://www.econbiz.de/10012105580
Saved in:
6
Preservation of WSAI under default transforms and its application in allocating assets with dependent realizable returns
Li, Chen
;
Li, Xiaohu
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 84-91
Persistent link: https://www.econbiz.de/10012058830
Saved in:
7
Mean-risk portfolio management with bankruptcy prohibition
Wong, K. C.
;
Yam, Sheung Chi Phillip
;
Zeng, Jinli
- In:
Insurance / Mathematics & economics
85
(
2019
),
pp. 153-172
Persistent link: https://www.econbiz.de/10011990627
Saved in:
8
LLN-type approximations for large portfolio losses
Liu, Jing
- In:
Insurance / Mathematics & economics
81
(
2018
),
pp. 71-77
Persistent link: https://www.econbiz.de/10011904621
Saved in:
9
A limit distribution of credit portfolio losses with low default probabilities
Shi, Xiaojun
;
Tang, Qihe
;
Yuan, Zhongyi
- In:
Insurance / Mathematics & economics
73
(
2017
),
pp. 156-167
Persistent link: https://www.econbiz.de/10011702063
Saved in:
10
Minimizing lifetime poverty with a penalty for bankruptcy
Cohen, Asaf
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
69
(
2016
),
pp. 156-167
Persistent link: https://www.econbiz.de/10011530945
Saved in:
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