Pricing mortgage insurance contracts under housing price cycles with jump risk: evidence from the U.K. housing market-Reference-Cited by-同舟云学术

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Pricing mortgage insurance contracts under housing price cycles with jump risk: evidence from the U.K. housing market

Published:2017-08-04 Issue:11 Volume:24 Page:909-943
ISSN:1351-847X
Container-title:The European Journal of Finance
language:en
Short-container-title:The European Journal of Finance

Author:

Chuang Ming-Che¹,Yang Wan-Ru²,Chen Ming-Chi³,Lin Shih-Kuei⁴

Affiliation:

1. Department of Money and Banking, National Chengchi University, Taipei City, Taiwan

2. Department of Finance, National University of Kaohsiung, Kaohisung City, Taiwan

3. Department of Finance, National Chengchi University, Taipei City, Taiwan

4. Department of Money and Banking, Risk and Insurance Research Center (RIRC), National Chengchi University, Taipei City, Taiwan

Publisher

Informa UK Limited

Subject

Economics, Econometrics and Finance (miscellaneous)

Link

https://www.tandfonline.com/doi/pdf/10.1080/1351847X.2017.1359199

Reference35 articles.

1. House Prices and Vacancies after Hurricane Katrina: Empirical Analysis of the Search & Matching Model

2. Valuing Mortgage Insurance Contracts in Emerging Market Economies

3. An Analysis of the Housing Market before and after the 1989 Loma Prieta Earthquake

4. Effects of Flood Hazards on Property Values: Evidence before and after Hurricane Floyd

5. Regime switching in foreign exchange rates:

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1. Do economic uncertainty and persistence in housing prices matter on mortgage insurance?;The Quarterly Review of Economics and Finance;2024-06

2. Dynamic Fund Protection for Property Markets;North American Actuarial Journal;2021-08-17

3. Pricing analysis of interconnected markets of housing, mortgage lending and insurance;Kybernetes;2020-05-04

4. Housing Risk and Its Influence on House Price: An Expected Utility Approach;Mathematical Problems in Engineering;2020-03-28

5. E: Policy, Law and Regulation;World Banking Abstracts;2018-09-07

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