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

Klein, FlorianFlorianKleinSchmeiser, HatoHatoSchmeiser2023-04-132023-04-132018https://www.alexandria.unisg.ch/handle/20.500.14171/101324enHeterogeneous Premiums for Homogeneous Risks? Asset Liability Management under Default Probability and Price-Demand Functionsjournal article