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)

IVW - Institute of In...

Eprints ID
252132
File(s)
Thumbnail Image
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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)

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