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Robust non-zero-sum investment and reinsurance game with default risk
Wang, Ning; Zhang, Nan; Jin, Zhuo; Qian, Linyi - In: Insurance / Mathematics & economics 84 (2019), pp. 115-132
Persistent link: https://www.econbiz.de/10011990456
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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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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