Pricing Mortgage Insurance with Asymmetric Jump Risk and Default Risk: Evidence in the U.S. Housing Market
Year of publication: |
2012
|
---|---|
Authors: | Chang, Chia-Chien ; Huang, Wei-Yi ; Shyu, So-De |
Published in: |
The Journal of Real Estate Finance and Economics. - Springer. - Vol. 45.2012, 4, p. 846-868
|
Publisher: |
Springer |
Subject: | Mortgage insurance contract | Asymmetric double exponential jump diffusion process | Default risk |
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