Derivatives Clearing, Default Risk, and Insurance

Robert A. Jones, Christophe Pérignon

Open source

DOI: 10.1111/j.1539-6975.2012.01489.x
Published: 2012-09-11
Container: Journal of Risk and Insurance
Publisher: Wiley
Open access: unknown

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Cite this work

BibTeX

@article{allodium:10.1111/j.1539-6975.2012.01489.x,
  title = {Derivatives Clearing, Default Risk, and Insurance},
  author = {Robert A. Jones and Christophe Pérignon},
  year = {2012},
  journal = {Journal of Risk and Insurance},
  doi = {10.1111/j.1539-6975.2012.01489.x},
  url = {https://doi.org/10.1111/j.1539-6975.2012.01489.x}
}

RIS

TY  - JOUR
TI  - Derivatives Clearing, Default Risk, and Insurance
AU  - Robert A. Jones
AU  - Christophe Pérignon
PY  - 2012
JO  - Journal of Risk and Insurance
DO  - 10.1111/j.1539-6975.2012.01489.x
UR  - https://doi.org/10.1111/j.1539-6975.2012.01489.x
ER  -

APA

Jones, R. A., & Pérignon, C. (2012). Derivatives Clearing, Default Risk, and Insurance. Journal of Risk and Insurance. https://doi.org/10.1111/j.1539-6975.2012.01489.x

Source records

crossref · retrieved 2026-09-25T23:03:50.512Z