Optimal Dividend Strategies with Reinsurance under Contagious Systemic Risk

Optimal stochastic control (93E20) Actuarial mathematics (91G05) Financial networks (including contagion, systemic risk, regulation) (91G45) Hamilton-Jacobi equations in optimal control and differential games (49L12)

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

Cites Work

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