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Continuous Monitoring: Does Credit Risk Vanish? - MaRDI portal

Continuous Monitoring: Does Credit Risk Vanish? (Q3653512)

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Continuous Monitoring: Does Credit Risk Vanish?
scientific article

    Statements

    title
    Continuous Monitoring: Does Credit Risk Vanish? (English)
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    author
    Snorre Lindset
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    Svein-Arne Persson
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    publication date
    22 December 2009
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    zbMATH Keywords
    credit risk for non-life insurers
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    guarantee fund
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    continuous monitoring
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    barrier options
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    cites work
    Q4394935
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    Identifiers

    Mathematics Subject Classification ID
    91G40
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    91B30
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    91G80
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    zbMATH DE Number
    5651558
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