Optimal risk sharing and dividend strategies under default contagion: A semi-analytical approach
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Published in | Insurance, mathematics & economics Vol. 113; pp. 1 - 23 |
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Main Authors | , , |
Format | Journal Article |
Language | English |
Published |
01.11.2023
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Online Access | Get full text |
ISSN | 0167-6687 |
DOI | 10.1016/j.insmatheco.2023.07.002 |
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ISSN: | 0167-6687 |
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DOI: | 10.1016/j.insmatheco.2023.07.002 |