Fair insurance guaranty premia in the presence of risk-based capital regulations, stochastic interest rate and catastrophe risk
Year of publication: |
2005
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Authors: | Duan, Jin-Chuan ; Yu, Min-Teh |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 29.2005, 10, p. 2435-2454
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