Heterogeneous Premiums for Homogeneous Risks? Asset Liability Management under Default Probability and Price-Demand Functions (Q5382571)
From MaRDI portal
scientific article; zbMATH DE number 7067213
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Heterogeneous Premiums for Homogeneous Risks? Asset Liability Management under Default Probability and Price-Demand Functions |
scientific article; zbMATH DE number 7067213 |
Statements
Heterogeneous Premiums for Homogeneous Risks? Asset Liability Management under Default Probability and Price-Demand Functions (English)
0 references
18 June 2019
0 references
asset liability model
0 references
heterogeneous premiums
0 references
Margrabe-Fischer option-pricing formula
0 references
0 references
0 references
