Pricing various types of mortgage insurances with disposal and discount costs under a mean-reverting Lévy housing price process (Q2141159)
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English | Pricing various types of mortgage insurances with disposal and discount costs under a mean-reverting Lévy housing price process |
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Pricing various types of mortgage insurances with disposal and discount costs under a mean-reverting Lévy housing price process (English)
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23 May 2022
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mortgage insurance
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moral hazard risk
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disposal cost
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mean-reverting process
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Lévy process
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