Valuation of mortgage insurance contracts with counterparty default risk : reduced-form approach
By Chia-Chien Chang
| Year of publication: |
2014
|
|---|---|
| Authors: | Chang, Chia-Chien |
| Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 419201-1. - Vol. 44.2014, 2, p. 303-334
|
| Subject: | Correlated defaults | counterparty default risk | reduced-form model | mortgage insurance premium structures | Kreditrisiko | Credit risk | Hypothek | Mortgage | Theorie | Theory | Insolvenz | Insolvency | Versicherung | Insurance | Kreditversicherung | Credit insurance | Risikoprämie | Risk premium |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010393952