The Pricing of Mortgage Insurance Premiums Under Systematic and Idiosyncratic Shocks
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/jori.12052/fullpdf
Reference47 articles.
1. The Risk Effects of Combining Banking, Securities and Insurance Activities;Allen;Journal of Economics and Business,2000
2. Insurance, Systemic Risk and the Financial Crisis;Baluch;Geneva Papers on Risk and Insurance-Issues and Practice,2011
3. Valuing Mortgage Insurance Contracts in Emerging Market Economies;Bardhan;Journal of Real Estate Finance and Economics,2006
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3. Risk Assessment of Housing Market Segments: The Lender’s Perspective;Journal of Risk and Financial Management;2018-10-26
4. Fair valuation of mortgage insurance under stochastic default and interest rates;The North American Journal of Economics and Finance;2017-11
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