An Option-Theoretic Model of Catastrophes Applied to Mortgage Insurance
Year of publication: |
1996
|
---|---|
Authors: | Kau, James B. ; Keenan, Donald C. |
Published in: |
The journal of risk and insurance : the journal of the American Risk and Insurance Association. - Malden, Mass. [u.a] : Blackwell, ISSN 0022-4367, ZDB-ID 4106738. - Vol. 63.1996, 4, p. 639-656
|
Saved in:
Saved in favorites
Similar items by person
-
Buschbom, Stephen L., (2018)
-
Reduced form mortgage pricing as an alternative to option-pricing models
Kau, James B., (2006)
-
Estimating default probabilities implicit in commercial mortgage backed securities (CMBS)
Kau, James B., (2009)
- More ...