TY - JOUR
T1 - A remark on "A shortcut way of pricing default risk through zero-utility principle"
AU - LI, Jingyuan
PY - 2008/6/1
Y1 - 2008/6/1
N2 - 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.
AB - 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.
UR - http://commons.ln.edu.hk/sw_master/2725
UR - http://www.scopus.com/inward/record.url?scp=43249084004&partnerID=8YFLogxK
U2 - 10.1111/j.1539-6975.2008.00270.x
DO - 10.1111/j.1539-6975.2008.00270.x
M3 - Journal Article (refereed)
SN - 0022-4367
VL - 75
SP - 517
EP - 519
JO - Journal of Risk and Insurance
JF - Journal of Risk and Insurance
IS - 2
ER -