References

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• 1992Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation3,170 cited
• 1974On the Pricing of Corporate Debt: The Risk Structure of Interest Rates2,752 cited
• 1995A Simple Approach to Valuing Risky Fixed and Floating Rate Debt2,090 cited
• 2001Interest Rate Models Theory and Practice1,148 cited
• 2001Do Credit Spreads Reflect Stationary Leverage Ratios?765 cited
• 2002Monte Carlo methods in finance459 cited
• 1995A Simple Approach to Valuing Risky Fixed and Floating Rate Debt406 cited
• 2000Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies399 cited
• 1997Valuing Risky Fixed Rate Debt: An Extension303 cited
• 2002Life Insurance Liabilities at Market Value: An Analysis of Insolvency Risk, Bonus Policy, and Regulatory Intervention Rules in a Barrier Option Framework217 cited
• 1997On the Risk of Insurance Liabilities: Debunking Some Common Pitfalls190 cited
• 2001Fair Pricing of Life Insurance Participating Policies with a Minimum Interest Rate Guaranteed154 cited
• 1994Life Insurance in a Contingent Claim Framework: Pricing and Regulatory Implications145 cited