The valuation of PBGC insurance premiums using an option pricing model

Authors :: Hsieh, Su-Jane
Chen, Andrew C.
Ferris, Kenneth R.
Source :: Journal of Financial and Quantitative Analysis. March, 1994, Vol. 29 Issue 1, p89, 11 p.
Publication Year :: 1994

Subjects :: United States. Pension Benefit Guaranty Corp. -- Analysis
Pension funds -- Analysis
Insurance -- Analysis
Options (Finance) -- Analysis
Banking, finance and accounting industries
Business

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