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~person:"Lee, Jin-ping"
~subject:"Optimal hedging"
~subject:"Optionspreistheorie"
~subject:"Poisson processes"
~subject:"Reinsurance"
~subject:"reinsurance"
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Valuation of insurers' contingent capital with counterparty risk and price endogeneity
Lo, Chien-ling
;
Lee, Jin-ping
;
Yu, Min-Teh
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 5025-5035
Persistent link: https://www.econbiz.de/10010342133
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