مرکز منطقه ای اطلاع رساني علوم و فناوري - Fair insurance guaranty premia in the presence of risk-based capital regulations, stochastic interest rate and catastrophe risk

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 :

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 :