Pricing model for financial guaranty products using actuarial methodology and most prudent principle
Jinyu Yang, Weiguo Zhang & Donglai Li
| Year of publication: |
2015
|
|---|---|
| Authors: | Yang, Jinyu ; Zhang, Wei-guo ; Li, Donglai |
| Published in: |
International journal of financial research. - Toronto : Sciedu Press, ISSN 1923-4023, ZDB-ID 2611282-6. - Vol. 6.2015, 1, p. 101-110
|
| Subject: | financial guaranty product | credit derivative | actuarial pricing method | most prudent principle | risk cost | Theorie | Theory | Versicherungsmathematik | Actuarial mathematics | Derivat | Derivative | Risikomanagement | Risk management | Risikomodell | Risk model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011407272