Title of article
Fair insurance guaranty premia in the presence of risk-based capital regulations, stochastic interest rate and catastrophe risk
Author/Authors
Jin-Chuan Duan، نويسنده , , Min-Teh Yu، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2005
Pages
20
From page
2435
To page
2454
Keywords
catastrophe , option pricing , Guaranty fund , Risk-based capital
Journal title
Journal of Banking and Finance
Serial Year
2005
Journal title
Journal of Banking and Finance
Record number
193776
Link To Document