Optimal risk sharing and dividend strategies under default contagion: a semi-analytical approach
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Publication:6193111
DOI10.1016/j.insmatheco.2023.07.002MaRDI QIDQ6193111
Ming Qiu, Zhuo Jin, Shuanming Li
Publication date: 13 February 2024
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Actuarial mathematics (91G05) Financial networks (including contagion, systemic risk, regulation) (91G45)
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