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Article
A remark on "A shortcut way of pricing default risk through zero-utility principle"
Journal of Risk and Insurance
  • Jingyuan LI, Huazhong University of Science and Technology, China
Document Type
Journal article
Publication Date
6-1-2008
Disciplines
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
E-ISSN
15396975
Publisher Statement

Copyright © The Journal of Risk and Insurance, 2008

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Citation Information
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