Optimal dividend strategy for an insurance group with contagious default risk (Q5003355)
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scientific article; zbMATH DE number 7373538
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal dividend strategy for an insurance group with contagious default risk |
scientific article; zbMATH DE number 7373538 |
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Optimal dividend strategy for an insurance group with contagious default risk (English)
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21 July 2021
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insurance group
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credit default contagion
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optimal dividend
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default-state-modulated barriers
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recursive system of HJBVIs
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