Fair valuation of mortgage insurance under stochastic default and interest rates
Year of publication: |
November 2017
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Authors: | Wu, Yang-Che ; Huang, Yi-Ting ; Lin, Shih-kuei ; Chuang, Ming-Che |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 42.2017, p. 433-447
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Subject: | Mortgage insurance | Stochastic default rate | Loan-to-value | Hypothek | Mortgage | Zins | Interest rate | Kreditrisiko | Credit risk | Insolvenz | Insolvency | Kreditversicherung | Credit insurance | Theorie | Theory | Kreditwürdigkeit | Credit rating | Stochastischer Prozess | Stochastic process |
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