Pages that link to "Item:Q784414"
From MaRDI portal
The following pages link to Liquidation risk in insurance under contemporary regulatory frameworks (Q784414):
Displaying 11 items.
- The impact of illiquidity on the asset management of insurance companies (Q938026) (← links)
- Default risk, bankruptcy procedures and the market value of life insurance liabilities (Q995500) (← links)
- Optimal dividends under Markov-modulated bankruptcy level (Q2172038) (← links)
- Risk modelling on liquidations with Lévy processes (Q2246056) (← links)
- The Liability Regime of Insurance Pools and Its Impact on Pricing (Q4633995) (← links)
- Life insurance surrender and liquidity risks (Q5079368) (← links)
- Regulatory measures for distressed insurance undertakings: a comparative study (Q5210998) (← links)
- Cumulative Parisian ruin in finite and infinite time horizons for a renewal risk process with exponential claims (Q6171946) (← links)
- On the area in the red of Lévy risk processes and related quantities (Q6171959) (← links)
- On optimality of barrier dividend control under endogenous regime switching with application to Chapter 11 bankruptcy (Q6183320) (← links)
- On de Finetti's optimal impulse dividend control problem under Chapter 11 bankruptcy (Q6184308) (← links)