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Capped borrower credit risk and insurer hedging during the COVID-19 outbreak

Shi Chen1, Yang Yang1, Jyh-Horng Lin2

  • 1School of Economics, Southwestern University of Finance and Economics, Chengdu 611130, China.

Finance Research Letters
|September 9, 2020
PubMed

Keywords:
COVID-19Capital regulationCapped barrierHedgingPolicyholder protection

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