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Journal of Risk and Insurance, Forthcoming

Number of pages: 45 Posted: 11 Mar 2016 Last Revised: 01 Mar 2017

University of Nebraska at Lincoln - Department of Finance, Washington State University and University of Nebraska-Lincoln

Downloads 91 (301,025)

Citation 1

North American Actuarial Journal, Forthcoming

Number of pages: 44 Posted: 27 Jul 2017 Last Revised: 27 May 2018

Samuel H. Cox, Yijia Lin and Sheen Liu

University of Manitoba - Asper School of Business, University of Nebraska at Lincoln - Department of Finance and Washington State University

Downloads 39 (456,904)

The Journal of Fixed Income 28 (4)

Number of pages: 66 Posted: 27 Jul 2017 Last Revised: 07 Jan 2020

Washington State University, SUNY at Buffalo - School of Management, Tunghai University-Department of Finance and Saginaw Valley State University

Downloads 34 (478,915)

Citation 2

Journal of Risk and Insurance, Vol. 86, Issue 2, pp. 315-350, 2019

Number of pages: 36 Posted: 11 May 2019

Yijia Lin, Sheen Liu and Jifeng Yu

University of Nebraska at Lincoln, Washington State University and University of Nebraska at Lincoln

Downloads 1 (692,387)

Sheen Liu