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

Research output: Journal PublicationsJournal Article (refereed)

1 Scopus Citations

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 languageEnglish
Pages (from-to)517-519
Number of pages3
JournalJournal of Risk and Insurance
Volume75
Issue number2
DOIs
Publication statusPublished - 1 Jun 2008
Externally publishedYes

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