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Market Version of the Framework

In: Pricing Export Credit

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  • Claudio Franzetti

Abstract

Insurance pricing rests either on empirical data that assumes to a certain extent that the underlying structure has some stability over time and thus is a valid predictor for the future. Or, data for pricing may be extracted from traded instruments that derive their price from the market, which in turn is the will and subjective estimate of the party to the instrument or agreement. In this chapter we apply the framework to input data from the market.

Suggested Citation

  • Claudio Franzetti, 2021. "Market Version of the Framework," Management for Professionals, in: Pricing Export Credit, chapter 8, pages 173-192, Springer.
  • Handle: RePEc:spr:mgmchp:978-3-030-70285-4_8
    DOI: 10.1007/978-3-030-70285-4_8
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