journal6 ›› 2007, Vol. 28 ›› Issue (1): 38-40.
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Abstract: Obtain the martingale pricing formulas and the insurance actuary pricing formulas to two kinds of mortgage insurance,and also prove that they go all the way when the unpaid money is a constant and the house price is driven by a genegal Ito^ process.
Key words: mortgage, insurance, option, martingale pricing, insurance actuary pricing
LI Chen, CHEN Li-Ping. Pricing Mortgage Insurance When House Price is Driven by a Genegal Ito^ Process[J]. journal6, 2007, 28(1): 38-40.
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