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Fair Valuation of Mortgage Insurance with Current Loan-to-Value and Debt Service Ratios

Wu, Yang-Che - 2012

This study advances the mortgage insurance pricing literature by providing theory and methods for incorporating both equity and ability to-pay theories (Jackson and Kasserman, 1980). We develop a new option-based model by adding the current loan-to-value and debt service ratios to the pricing...

Persistent link: https://www.econbiz.de/10013100790

Fair valuation of mortgage insurance with current loan-to-value and debt service ratios

Wu, Yang-che; Lin, Chin-yuan - In: The IUP journal of risk & insurance 9 (2012) 1, pp. 48-61

Persistent link: https://www.econbiz.de/10009521068

Capital forbearance, ex ante life insurance guaranty schemes, and interest rate uncertainty

Hwang, Ya-Wen; Chang, Shih-Chieh; Wu, Yang-Che - In: North American actuarial journal 19 (2015) 2, pp. 94-115

Persistent link: https://www.econbiz.de/10011420789

Discussion on "capital forebearance, ex ante life insurance guaranty schemes, and interest rate uncertainty," by Ya-Wen Hwang, Shih-Chieh Chang, and Yang-Che Wu, volume 19(2)

Wang, Xiao - In: North American actuarial journal 20 (2016) 1, pp. 88-93

Persistent link: https://www.econbiz.de/10011734024

Response to Xiao Wang on his comments on our paper entitled, "capital forbearance, ex ante life insurance guaranty schemes, and interest rate uncertainty"

Hwang, Ya-Wen; Chang, Shih-Chieh; Wu, Yang-Che - In: North American actuarial journal 20 (2016) 1, pp. 94

Persistent link: https://www.econbiz.de/10011734029

Fair valuation of mortgage insurance under stochastic default and interest rates

Wu, Yang-Che; Huang, Yi-Ting; Lin, Shih-kuei; Chuang, … - In: The North American journal of economics and finance : a … 42 (2017), pp. 433-447

Persistent link: https://www.econbiz.de/10011938144