Life Insurance in a Contingent Claim Framework: Pricing and Regulatory Implications
- 1 June 1994
- journal article
- Published by Springer Nature in The Geneva Risk and Insurance Review
- Vol. 19 (1) , 53-72
- https://doi.org/10.1007/bf01112014
Abstract
No abstract availableKeywords
This publication has 12 references indexed in Scilit:
- Aspects of Insurance, Intermediation and Finance*The Geneva Risk and Insurance Review, 1993
- Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims ValuationEconometrica, 1992
- A contingent claim analysis of a regulated depository institutionJournal of Banking & Finance, 1991
- Risk‐Based Premiums for Insurance Guaranty FundsThe Journal of Finance, 1988
- Price Regulation in Property‐Liability Insurance: A Contingent‐Claims ApproachThe Journal of Finance, 1986
- On the Cost of Deposit Insurance When There Are Surveillance CostsThe Journal of Business, 1978
- An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theoryJournal of Banking & Finance, 1977
- The option pricing model and the risk factor of stockJournal of Financial Economics, 1976
- The Pricing of Options and Corporate LiabilitiesJournal of Political Economy, 1973
- Theory of Rational Option PricingThe Bell Journal of Economics and Management Science, 1973