Heterogeneous Premiums for Homogeneous Risks? Asset Liability Management under Default Probability and Price-Demand Functions

Journal
North American Actuarial Journal
Series
Working Papers on Risk Management and Insurance
ISSN
1092-0277
Type
journal article
Date Issued
2018
Author(s)
Language
English
HSG Classification
contribution to scientific community
HSG Profile Area
SoM - Responsible Corporate Competitiveness (RoCC)
Refereed
Yes
Publisher
Taylor & Francis
Volume
23
Number
2
Start page
276
End page
297
URL
Subject(s)

business studies

Division(s)

I.VW - Institute of I...

Eprints ID
252132
File(s)
Loading...
Thumbnail Image

open.access

Name

Heterogeneous Premiums for Homogeneous Risks Asset Liability Management under Default Probability and Price Demand Functions (1).pdf

Size

811.58 KB

Format

Adobe PDF

Checksum (MD5)

46a23857a99dbf816161b2c12182cd22