Fair insurance guaranty premia in the presence of risk-based capital regulations, stochastic interest rate and catastrophe risk
Year of publication: |
2005
|
---|---|
Authors: | Duan, Jin-Chuan ; Yu, Min-Teh |
Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 29.2005, 10, p. 2435-2454
|
Publisher: |
Elsevier |
Saved in:
Online Resource
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