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An Empirical Analysis of Risk-Related Insurance Premiums for the PBGC
14 references·1 citing·40 second hop
An Empirical Analysis of Risk-Related Insurance Premiums for the PBGC (1990)An Empirical Analysis of Risk-Related Ins…Pensions, Economics and Public Policy (1989)Pensions, Economics and Publi…Risk‐Based Premiums for Insurance Guaranty Funds (1988)Risk‐Based Premiums for Insur…Pricing Risk‐Adjusted Deposit Insurance: An Option‐Based Model (1986)Pricing Risk‐Adjusted Deposit…Corporate Pension Policy: An Empirical Investigation (1985)Corporate Pension Policy: An …The Valuation of FDIC Deposit Insurance Using Option-Pricing Estimates (1984)The Valuation of FDIC Deposit…Financial Aspects of the United States Pension System (1984)Financial Aspects of the Unit…Financial Ratios and the Probabilistic Prediction of Bankruptcy (1980)Financial Ratios and the Prob…ZETATM analysis A new model to identify bankruptcy risk of corporations (1977)ZETATM analysis A new model t…THE PRINCIPLES OF CORPORATE PENSION FINANCE (1977)THE PRINCIPLES OF CORPORATE P…The Estimation of Choice Probabilities from Choice Based Samples (1977)The Estimation of Choice Prob…Estimating the probability of failure for commercial banks and the banking system (1977)Estimating the probability of…An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory (1977)An analytic derivation of the…The Financial Reality of Pension Funding Under ERISA (1976)The Financial Reality of Pens…Issues in Pension EconomicsIssues in Pension EconomicsSponsoring Company Finance, Investment and Pension Plan Funding (2007)Sponsoring Company Finance, I…FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)Methodological Issues Related to the Estimation of Financial Distress Prediction Models (1984)Forecasting Bankruptcy More Accurately: A Simple Hazard Model (2001)Optimum consumption and portfolio rules in a continuous-time model (1971)Option pricing when underlying stock returns are discontinuous (1976)Capital and risk in property-liability insurance markets (1996)The Impact of Firm Risk on Property-Liability Insurance Prices (1996)Capital Allocation for Insurance Companies (2001)Choice by elimination (1972)Conditional logit analysis of qualitative choice behavior (1972)The analysis of household surveys (1997)Economic Choices (2001)Education, Poverty and Terrorism: Is There a Causal Connection? (2003)The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)The Theory of Bank Risk Taking and Competition Revisited (2005)The Credit Crisis Around the Globe: Why Did Some Banks Perform Better? (2011)How does capital affect bank performance during financial crises? (2013)Note on the Correlation of First Differences of Averages in a Random Chain (1960)PREDICTION OF BANK FAILURES (1970)A MULTIVARIATE STATISTICAL ANALYSIS OF THE CHARACTERISTICS OF PROBLEM BANKS (1975)Fixed-rate deposit insurance and risk-shifting behavior at commercial banks (1992)Riskcalc for Private Companies: Moody's Default Model (2000)Assessing Financial Vulnerability in the Nonprofit Sector (2005)Financial Ratios As Predictors of Failure (1966)The Effect of Audit Quality on Earnings Management* (1998)Is Fairly Priced Deposit Insurance Possible? (1992)Bank Risk, Capitalization, and Operating Efficiency (1997)Theory of rational option pricing (2005)Equity and Bond Market Signals as Leading Indicators of Bank Fragility (2006)The Role of Pensions in the Labor Market: A Survey of the Literature (1994)Political Equilibria with Social Security (2000)Do a firm's equity returns reflect the risk of its pension plan?☆ (2006)Pension Funding, Share Prices, and National Savings (1981)The ABO, the PBO and Pension Investment Policy (1990)The Financial Theory of Defined Benefit Pension Schemes (1997)Evidence of Bank Market Discipline in Subordinated Debenture Yields: 1983- 1991 (1996)Bank Capital Regulation in Contemporary Banking Theory: A Review of the Literature (2001)Market discipline and deposit insurance (2004)
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References

  • 1980Financial Ratios and the Probabilistic Prediction of Bankruptcy6,005 cited
  • 1977An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory1,923 cited
  • 1977ZETATM analysis A new model to identify bankruptcy risk of corporations1,812 cited
  • 1977The Estimation of Choice Probabilities from Choice Based Samples1,207 cited
  • 1986Pricing Risk‐Adjusted Deposit Insurance: An Option‐Based Model709 cited
  • 1984The Valuation of FDIC Deposit Insurance Using Option-Pricing Estimates360 cited
  • 1988Risk‐Based Premiums for Insurance Guaranty Funds284 cited
  • 1984Financial Aspects of the United States Pension System216 cited
  • 1977Estimating the probability of failure for commercial banks and the banking system178 cited
  • 1977THE PRINCIPLES OF CORPORATE PENSION FINANCE158 cited
  • 1985Corporate Pension Policy: An Empirical Investigation116 cited
  • 1989Pensions, Economics and Public Policy78 cited
  • 1976The Financial Reality of Pension Funding Under ERISA64 cited
  • n.d.Issues in Pension Economics43 cited

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  • 2007Sponsoring Company Finance, Investment and Pension Plan Funding

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23 cited