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  • Search: subject:"recursive system of HJBVIs"
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Credit derivative 1 Credit risk 1 Dividend 1 Dividende 1 Insolvency 1 Insolvenz 1 Insurance 1 Insurance group 1 Kreditderivat 1 Kreditrisiko 1 Risikomodell 1 Risk model 1 Theorie 1 Theory 1 Versicherung 1 credit default contagion 1 default-state-modulated barriers 1 optimal dividend 1 recursive system of HJBVIs 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Jin, Zhuo 1 Liao, Huafu 1 Yang, Yue 1 Yu, Xiang 1
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Scandinavian actuarial journal 1
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Optimal dividend strategy for an insurance group with contagious default risk
Jin, Zhuo; Liao, Huafu; Yang, Yue; Yu, Xiang - In: Scandinavian actuarial journal 2021 (2021) 4, pp. 335-361
Persistent link: https://www.econbiz.de/10012515737
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