Abstract: Abstract In 2020, the COVID-19 has a certain impact on the credit risk of China’s listed of insurance companies. This paper selects relevant data of four China’s listed insurance companies from the first quarter of 2019 to the third quarter of 2020, and then uses revised KMV model to measure the credit risk of these four insurance companies. The empirical results show that in the season of the outbreak, the default distance of China’s listed insurance companies has decreased to varying degrees, indicating that the epidemic has caused a te...
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Topics: 
Actuarial science