Basket Credit Derivative Pricing in a Markov Chain Model with Interacting Intensities

Table 2

The premium rates of the th-to-default CLN.

kth	Premium rate (%)
1st	64.9980
2nd	33.4078
3rd	21.3288
4th	17.3264
5th	12.6668
6th	8.4503
7th	5.8347
8th	4.9583
9th	4.0034
10th	4.00000853