Multi-year risk management in portfolios of credit insurance.

被引:0
|
作者
Michel, G
Van Son, L
Soumaré, I
机构
来源
INSURANCE MATHEMATICS & ECONOMICS | 2005年 / 37卷 / 02期
关键词
risk management; credit insurance; contingent claim; Stochastic interest rate; risk; diversification; coupon payment; Stochastic cash flows volatility;
D O I
暂无
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:389 / 389
页数:1
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