"Optimal Dividend Strategies with Reinsurance under Contagious Systemic Risk."

Ming Qiu, Zhuo Jin, Shuanming Li (2022)

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DOI: 10.1137/21M1422318

access: closed

type: Journal Article

metadata version: 2023-03-21

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Ming Qiu, Zhuo Jin, Shuanming Li:
Optimal Dividend Strategies with Reinsurance under Contagious Systemic Risk. SIAM J. Control. Optim. 60(3): 1269-1293 (2022)

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