A General Pricing Model for a Mortgage Insurance Contract Considering the Effects of Multivariate Random Variables on Termination Probabilities and Loss Rate-Reference-Cited by-同舟云学术

A General Pricing Model for a Mortgage Insurance Contract Considering the Effects of Multivariate Random Variables on Termination Probabilities and Loss Rate

Published:2014-08-06 Issue:2 Volume:25 Page:289-307
ISSN:1051-1482
Container-title:Housing Policy Debate
language:en
Short-container-title:Housing Policy Debate

Author:

Tsai Ming Shann,Chiang Shu Ling

Publisher

Informa UK Limited

Subject

Management, Monitoring, Policy and Law,Urban Studies,Development

Link

http://www.tandfonline.com/doi/pdf/10.1080/10511482.2014.921222

Reference37 articles.

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2. UK Fixed Rate Repayment Mortgage and Mortgage Indemnity Valuation

3. Valuing Mortgage Insurance Contracts in Emerging Market Economies

4. BieleckiT. R. & RutkowskiM. (2002). Credit risk: Modeling, valuation and hedging. Berlin, Germany: Springer.

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