Pricing of adverse development covers using option pricing methods
Year of publication: |
2021
|
---|---|
Authors: | Dal Moro, Eric |
Published in: |
The journal of derivatives : JOD. - London : IPR Journals, ISSN 2168-8524, ZDB-ID 2048690-X. - Vol. 29.2021, 2, p. 61-76
|
Subject: | Adverse Selektion | Adverse selection | Optionspreistheorie | Option pricing theory |
-
Labadie, Pamela, (2009)
-
Designing deposit insurance scheme under asymmetric information with double liability option
Bhuyan, Rafiqul, (2007)
-
Convertible bonds with resettable conversion prices
Qiu, Junfeng, (2013)
- More ...
-
Dal Moro, Eric, (2014)
-
Dal Moro, Eric, (2020)
-
Probability of sufficiency of solvency ii reserve risk margins : practical approximations
Dal Moro, Eric, (2017)
- More ...