Affiliation:
1. John A. Major is Director of Actuarial Research; Guy Carpenter & Company, LLC; 1166 Avenue of the Americas New York NY 10036
Subject
Economics and Econometrics,Finance,Accounting
Reference38 articles.
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3. From Actual to Risk-Neutral Default Probabilities: Merton and Beyond;Berg;Journal of Credit Risk,2010
4. Berndt , A. R. Douglas D. Duffie M. Ferguson D. Schranz 2005 Measuring Default Risk Premia from Default Swap Rates and EDFs http://repository.cmu.edu/cgi/viewcontent.cgi?article=1046&context=tepper
5. Bodoff , N. M. Y. Gan 2009 An Analysis of the Market Price of Cat Bonds https://www.casact.org/pubs/forum/09spforum/CompleteSp09.pdf#page=43
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