Optimal risk sharing and dividend strategies under default contagion a semi-analytical approach

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Veröffentlicht in:Insurance / Mathematics & economics
1. Verfasser: Qiu, Ming (VerfasserIn)
Weitere Verfasser: Jin, Zhuo (VerfasserIn), Li, Shuanming (VerfasserIn)
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Sprache:eng
Veröffentlicht: 2023
Schlagworte:
Contagion > Default > Optimal dividends > Risk sharing > Semi-analytical approach > Systemic risk > Aufsatz in Zeitschrift
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