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J. C. Duan and S. Giambastiani, “Faire Insurance Guaranty Premia in Presence of Risk Based Capital Regulations, Stochastic Interest Rate and Catastrophe Risk,” Journal of Banking and Finance, Vol. 28, No. 10, 2005, pp. 2435-2454.
http://dx.doi.org/10.1016/j.jbankfin.2004.08.012

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