@article{1436511,
      author = {Franzetti, Claudio.},
      url = {http://library.usi.edu/record/1436511},
      title = {Pricing export credit : a concise framework with examples  and implementation code in R /},
      publisher = {Springer,},
      abstract = {Pricing of export credit is a challenge in the globalised  world trade. Annual premia represent billions of euros or  dollars and may determine competition. This book develops a  rigorous new framework for pricing export credit products,  e.g. buyer and supplier credit insurance and performance  and working capital guarantees, based on well-known  financial and actuarial theories. It introduces the  products, the theories and the different data sources in  order to apply the mathematical and financial ideas, e.g.  discounting, risk-neutral valuation and Merton type  defaults. It shows the differences of historical experience  and implicit market pricing assumptions. The well-known  OECD Arrangement is used as a benchmark for some part of  the framework. Short code snippets in R are given in order  to re-perform the results and have a basis to try own  ideas. Many unprecedented exhibits give new insights into  the subject matter. The book is targeted at practitioners  and actuaries in the field with a good quantitative  background.},
      doi = {https://doi.org/10.1007/978-3-030-70285-4},
      recid = {1436511},
      pages = {1 online resource},
      address = {Cham :},
      year = {2021},
}