Liquidation risk in insurance under contemporary regulatory frameworks
type: Item
instance of: scholarly article
title: Liquidation risk in insurance under contemporary regulatory frameworks
zbMATH Open document ID: 1446.91067
author: Haibo Liu
author: Jinxia Zhu
author: Xin Li
author: Qihe Tang
published in: Insurance Mathematics \& Economics
publication date: 2020-08-03T00:00:00Z
Mathematics Subject Classification ID: 91G05
zbMATH DE Number: 7226825
zbMATH Keywords: liquidation
zbMATH Keywords: rehabilitation
zbMATH Keywords: three-barrier model
zbMATH Keywords: solvent and insolvent states
zbMATH Keywords: diffusion
zbMATH Keywords: CEV model
describes a project that uses: Algorithm 368
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2020.04.005
OpenAlex ID: W3018778511
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DOI: 10.1016/J.INSMATHECO.2020.04.005
description: scientific article; zbMATH DE number 7226825