An application of risk theory to mortgage lending (Q5865323)

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scientific article; zbMATH DE number 7540574
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An application of risk theory to mortgage lending
scientific article; zbMATH DE number 7540574

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    An application of risk theory to mortgage lending (English)
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    13 June 2022
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    exponential functional
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    renewal-reward process
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    ruin probability
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    double-debt problem
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    Fredholm integro-differential equation
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    stochastic fixed-point equation
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