scientific article; zbMATH DE number 5120926

MaRDI QIDQ3420730zbMATH OpenFDO

Authors Ying Sheng, Tie Zhang

Publication date 2 February 2007

Mathematics Subject Classification ID

Portfolio theory (91G10)

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(4)

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• Pricing mortgage insurance with house price driven by Poisson jump diffusion process
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• A Class of Mortgage Insurance Pricing

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