Basket Premium Increases with Default Premiums
Modeling basket credit default swaps with default contagion
... corporate default are usually felt far beyond the individual firm in question, rippling through the market, causing changes in the credit spreads of related ...be increases in spreads of companies deemed to ...
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Employee Responses to Health Insurance Premium Increases
... Modeling Plan Changes In modeling health insurance choices, we focused on the probability that an individual would choose an alter- native in year t + 1 that differed from the one chosen in year t. The responsiveness of ...
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How To Calculate Premium Increases For Medical Malpractice
... unexpected increases in claim liabilities for prior policy years, lead to a contraction of capacity, reflected in a leftward shift of the short-run supply of ...to premium increases in excess of ...
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Employee Responses to Health Insurance Premium Increases
... Modeling Plan Changes In modeling health insurance choices, we focused on the probability that an individual would choose an alter- native in year t + 1 that differed from the one chosen in year t. The responsiveness of ...
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Private health insurance premium increases an overview
... to premiums were required to be tabled in ...seeking premium increases were made with the passage of the Private Health Insurance Act ...its premiums has been lengthened from 14 days to 60 ...
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The Reallocation of Compensation in Response to Health Insurance Premium Increases
... JEL No. I2 ABSTRACT This paper examines how compensation packages change when health insurance premiums rise. We use data on employee choices within a single large firm with a flexible benefits plan; an ...
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The Reallocation of Compensation in Response to Health Insurance Premium Increases
... JEL No. I2 ABSTRACT This paper examines how compensation packages change when health insurance premiums rise. We use data on employee choices within a single large firm with a flexible benefits plan; an ...
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Liability Insurance Premium Increases: Causes and Possible Government Responses
... recent increases in liability insurance premiums and possible courses of action for ...about premium increases for liability insurance, and have reported that many non-profit and community ...
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Flood Insurance Premium Increases And Increased Cost of Compliance Eligibility
... What Premium Increases Can Homeowners Expect? Legislative Background: Many homeowners in flood hazard zones have been paying artificially low, subsidized flood insurance ...paid premiums commensurate ...
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The Valuation of Deposit Insurance Premiums Based on a Specific Bank s Official Default Probability
... DI premiums based on a specific official default ...DI premium for banks that fully obey the financial supervisory ...DI premium considering such ...DI premium formula based on the ...
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Weak Convergence of Path-Dependent SDEs in Basket Credit Default Swap Pricing with Contagion Risk
... a basket credit default swap (CDS) with counter- party (CDS writer) ...The default times of names in a reference portfolio and that of the counterparty are modeled by a first-passage time structural ...
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On Pricing Basket Credit Default Swaps
... modeling default intensities of individual reference entities and their aggregation to form a portfolio default ...specifying default intensities of individual entities and their portfolio ...
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The Forward Premium Puzzle And Risk Premiums
... parameter reported in previous studies is -0.88. Due to the pervasive implications of this bias to open market economic theories, 1 a lot of research has been carried out in the past to seek explanations of a failure of ...
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The Forward Premium Puzzle And Risk Premiums
... parameter reported in previous studies is -0.88. Due to the pervasive implications of this bias to open market economic theories, 1 a lot of research has been carried out in the past to seek explanations of a failure of ...
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Valuation of a Basket Loan Credit Default Swap
... between default and ...the default and the prepayment here become “loss” of the pool by different way, while the inverse prepayment behaviors as ...of default and prepayment, and construct the model ...
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Recent increases in physician malpractice premiums and rapid
... will be different in states in which physician malpractice liability costs are higher (as measured by higher premiums or malpractice payments). 4 Previous research on the effect of malpractice costs on the ...
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The Equity Risk Premium, the Liquidity Premium, and Other Market Premiums. What is the Equity Risk Premium?
... Liquidity dominates size as a return predictor. Liquidity vs. Value/Growth[r] ...
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The default premium and corporate bond experience
... tt default r a t e series, ADR, a s well a s t h e smoothed default r a t e se- ries, SADR, a r e presented below in table ...implied default r a t e s (based on risk- neutral preferences) and t h e ...
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Pricing of Basket Default Swaps Based on Factor Copulas and NIG
... credit default swap (CDS) has been brought back to the spotlight of the financial ...the basket default swaps (BDS) emerges as the hottest issue amid the growing researches about ...samples’ ...
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Pricing basket default swaps in a tractable shot-noise model
... The default dependence is modelled by letting the individual jumps of the default intensity be driven by a common latent ...the default distribution and the ordered survival distributions in a ...
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