An application of risk theory to mortgage lending

DOI10.1080/03461238.2021.1995781zbMath1492.91268OpenAlexW3214471777MaRDI QIDQ5865323

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Publication date: 13 June 2022

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.2021.1995781

zbMATH Keywords

ruin probabilityexponential functionalFredholm integro-differential equationstochastic fixed-point equationrenewal-reward processdouble-debt problem

Mathematics Subject Classification ID

Integro-partial differential equations (45K05) Actuarial mathematics (91G05)

Cites Work

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