Pricing Export Credit

Mehr zum Buch

Focusing on the complexities of pricing export credit in global trade, this book presents a comprehensive framework that integrates financial and actuarial theories. It covers various export credit products like buyer and supplier credit insurance, employing concepts such as discounting and risk-neutral valuation. The work contrasts historical data with market pricing assumptions, using the OECD Arrangement as a benchmark. Additionally, it includes R code snippets for practical application, making it an essential resource for practitioners and actuaries with a solid quantitative background.