A Class of Mortgage Insurance Pricing

DOI10.1007/978-3-642-14880-4_46zbMath1195.91069OpenAlexW2238854911MaRDI QIDQ4930913

Yue Yin, Zhonghui Zheng, Xiaobing Yan, Ying-qiu Li

Publication date: 2 October 2010

Published in: Advances in Intelligent and Soft Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-14880-4_46

zbMATH Keywords

insuranceVasicek modeljump-diffusion processmortgage

Mathematics Subject Classification ID

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