Pricing Default-Risky CAT Bonds with Moral Hazard and Basic Risk

Volume
69:1
Year
2002
Categories
Actuarial Applications and Methodologies
Enterprise Risk Management
Risk Categories
Financial Risks
Actuarial Applications and Methodologies
Enterprise Risk Management
Risk Categories
Hazard Risks
Actuarial Applications and Methodologies
Enterprise Risk Management
Processes
Identifying Risks
Financial and Statistical Methods
Asset and Econometric Modeling
Credit Spreads
Publications
Journal of Risk and Insurance, The
Authors
Jin-Ping Lee
Min-The Yu