Pricing mortgage insurance contracts under housing price cycles with jump risk : evidence from the U.K. housing market
Ming-Che Chuang, Wan-Ru Yang, Ming-Chi Chen and Shih-Kuei Lin
| Year of publication: |
2018
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|---|---|
| Authors: | Chuang, Ming-Che ; Yang, Wan-Ru ; Chen, Ming-Chi ; Lin, Shih-kuei |
| Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 24.2018, 10/12, p. 909-943
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| Subject: | housing price cycles | jump risks | Markov switching model | MI contracts | prepayment risks | Immobilienpreis | Real estate price | Hypothek | Mortgage | Großbritannien | United Kingdom | Volatilität | Volatility | Markov-Kette | Markov chain | Immobilienmarkt | Real estate market | Risiko | Risk | Schätzung | Estimation | Kreditrisiko | Credit risk | Wohnungsmarkt | Housing market | Risikoprämie | Risk premium |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1351847X.2017.1359199 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012244422