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This paper presents a universal framework for pricing financial andinsurance risks. Examples are given for pricing …
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key focus of thisworking paper.Literature distinguishes between three different kinds of credit pricing models: Asset …
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We introduce a framework for analyzing the interplay between credit risk and collateralmarket risk on loan pricing. To …. The framework allows usto develop semi-analytical pricing formulae for loans where the borrower's creditworthinessand …
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