A Class of Mortgage Insurance Pricing
From MaRDI portal
Recommendations
- scientific article; zbMATH DE number 5120926
- Pricing various types of mortgage insurances with disposal and discount costs under a mean-reverting Lévy housing price process
- Pricing mortgage insurance with house price driven by Poisson jump diffusion process
- scientific article; zbMATH DE number 2226957
- The value of mortgage insurance under Merton jump diffusion
- Financial pricing models for property-casualty insurance products
- Pricing mortgage-backed securities (MBS)
- On the valuation of reverse mortgage insurance
- Market Consistent Pricing of Insurance Products
- Valuation of mortgage insurance contracts with counterparty default risk: reduced-form approach
Cited in
(10)- Unemployment insurance and mortgages
- Effects of jump-diffusion models for the house price dynamics in the pricing of fixed-rate mortgages, insurance and coinsurance
- scientific article; zbMATH DE number 5120926 (Why is no real title available?)
- Reverse mortgage model with a Markov interest rate process
- Pricing mortgage insurance with house price driven by Poisson jump diffusion process
- Cash flow models for pricing mortgages
- The value of mortgage insurance under Merton jump diffusion
- scientific article; zbMATH DE number 2226957 (Why is no real title available?)
- An application of risk theory to mortgage lending
- Lock and no-lock mortgage plans: Is it only a matter of risk shifting?
This page was built for publication: A Class of Mortgage Insurance Pricing
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4930913)