Title

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

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