Φορτώνει......
Capped borrower credit risk and insurer hedging during the COVID-19 outbreak
In this paper, we apply the risk-neutral valuation methodology to evaluate a life insurer's equity. We model the features capped by the explicit treatment of the borrowing firm's credit risk, the optimal guaranteed rate-setting, and the coronavirus disease (COVID-19) outbreak. The results...
Αποθηκεύτηκε σε:
| Τόπος έκδοσης: | Financ Res Lett |
|---|---|
| Κύριοι συγγραφείς: | , , |
| Μορφή: | Artigo |
| Γλώσσα: | Inglês |
| Έκδοση: |
Elsevier Inc.
2020
|
| Θέματα: | |
| Διαθέσιμο Online: | https://ncbi.nlm.nih.gov/pmc/articles/PMC7462787/ https://ncbi.nlm.nih.gov/pubmed/32905078 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1016/j.frl.2020.101744 |
| Ετικέτες: |
Προσθήκη ετικέτας
Δεν υπάρχουν, Καταχωρήστε ετικέτα πρώτοι!
|