Pricing default-risky CAT bonds with moral hazard and basis risk

Journal of Risk and Insurance

Volumn 69, Issue 1, 2002, Pages 25-44

  Lee, Jin Ping ^a   Yu, Min Teh ^b  

^a CHAOYANG UNIVERSITY OF TECHNOLOGY   (Taiwan)

^b YUAN ZE UNIVERSITY   (Taiwan)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0345648616     PISSN: 00224367     EISSN: None     Source Type: Journal    
DOI: 10.1111/1539-6975.00003     Document Type: Article

References (29)

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