Liquidation risk in insurance under contemporary regulatory frameworks
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Publication:784414
DOI10.1016/j.insmatheco.2020.04.005zbMath1446.91067OpenAlexW3018778511MaRDI QIDQ784414
Haibo Liu, Jinxia Zhu, Qi-he Tang, Xin Li
Publication date: 3 August 2020
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2020.04.005
Related Items (7)
Optimal dividends under Markov-modulated bankruptcy level ⋮ Cumulative Parisian ruin in finite and infinite time horizons for a renewal risk process with exponential claims ⋮ On the area in the red of Lévy risk processes and related quantities ⋮ On optimality of barrier dividend control under endogenous regime switching with application to Chapter 11 bankruptcy ⋮ On de Finetti's optimal impulse dividend control problem under Chapter 11 bankruptcy ⋮ Unnamed Item ⋮ Risk modelling on liquidations with Lévy processes
Uses Software
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