Progress in Applied Mathematics
The Actuary Pricing of an Innovative Housing Mortgage Insurance
Abstract
Key words: Mortgage; Insurance; Insurance actuary pricing
Keywords
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CHEN Liping, & YANG Xiangqun. (2007). Pricing Mortgage Insurance with House Price Driven by Poisson Jump Diffusion Process. Chinese Journal of Applied Probability and Statistics, 23(4), 345-351.
LI Chen, CHEN Liping, & YANG Xiangqun. (2009). Martingale Pricing of Insurance Under the Combination of Stochastic Volatility and Jump Diffusion. Systems Engineering, 27(3), 41-45.
LI Chen, & CHEN Liping. (2009). Pricing Mortgage Insurance Under O-U Process. Mathematics in Practice and Theory, 39(4), 21-26.
Bladt M T, & Rydberg H. (1998). An Actuarial Approach to Option Pricing Under the Physical Measure and Without Market Assumption. Insurance: Mathematics and Economics, 22(1), 65-73.
DOI: http://dx.doi.org/10.3968/j.pam.1925252820110201.Z40
DOI (PDF): http://dx.doi.org/10.3968/g1791
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