Use of put options as insurance
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References listed on IDEAS
- Dan Kovenock & Michael R. Baye & Casper G. de Vries, 1996.
"The all-pay auction with complete information (*),"
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More about this item
KeywordsInsurance; put option; binomial model; risk averse; risk neutral;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies; Actuarial Studies
- C60 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-04-30 (All new papers)
- NEP-IAS-2011-04-30 (Insurance Economics)
- NEP-RMG-2011-04-30 (Risk Management)
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