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Pu et al., 2016 - Google Patents

The pricing of mortgage insurance premiums under systematic and idiosyncratic Shocks

Pu et al., 2016

View PDF
Document ID
4125631196754785980
Author
Pu M
Fan G
Ban C
Publication year
Publication venue
Journal of Risk and Insurance

External Links

Snippet

The recent financial crisis has posed new challenges to the pricing issue of mortgage insurance premiums. By extending an option‐based approach to this pricing issue, we attempt to tackle several key challenges including the clustering of mortgage defaults, the …
Continue reading at papers.ssrn.com (PDF) (other versions)

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    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
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