A remark on "A shortcut way of pricing default risk through zero-utility principle"

Jingyuan LI

doi:10.1111/j.1539-6975.2008.00270.x

A remark on "A shortcut way of pricing default risk through zero-utility principle"

Jingyuan LI

Research output: Journal Publications › Journal Article (refereed) › peer-review

1 Citation (Scopus)

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.

Original language	English
Pages (from-to)	517-519
Number of pages	3
Journal	Journal of Risk and Insurance
Volume	75
Issue number	2
DOIs	https://doi.org/10.1111/j.1539-6975.2008.00270.x
Publication status	Published - 1 Jun 2008
Externally published	Yes

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10.1111/j.1539-6975.2008.00270.x

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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.",

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JO - Journal of Risk and Insurance

JF - Journal of Risk and Insurance

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ER -

A remark on "A shortcut way of pricing default risk through zero-utility principle"

Abstract

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