A remark on "A shortcut way of pricing default risk through zero-utility principle"
Document Type
Journal article
Source Publication
Journal of Risk and Insurance
Publication Date
6-1-2008
Volume
75
Issue
2
First Page
517
Last Page
519
Abstract
This remark studies Tibiletti's bargaining condition and shows that, for risk neutral buyers or the default loss are small relative to the buyer's size, there exists a more shortcut bargaining condition.
DOI
10.1111/j.1539-6975.2008.00270.x
Print ISSN
00224367
E-ISSN
15396975
Publisher Statement
Copyright © The Journal of Risk and Insurance, 2008
Access to external full text or publisher's version may require subscription.
Full-text Version
Publisher’s Version
Language
English
Recommended Citation
Li, J. (2008). A remark on "A shortcut way of pricing default risk through zero-utility principle". Journal of Risk and Insurance, 75(2), 517–519. doi: 10.1111/j.1539-6975.2008.00270.x