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Pricing various types of mortgage insurances with disposal and discount costs under a mean-reverting Lévy housing price process - MaRDI portal

Pricing various types of mortgage insurances with disposal and discount costs under a mean-reverting Lévy housing price process (Q2141159)

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Pricing various types of mortgage insurances with disposal and discount costs under a mean-reverting Lévy housing price process
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    Pricing various types of mortgage insurances with disposal and discount costs under a mean-reverting Lévy housing price process (English)
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    23 May 2022
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    mortgage insurance
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    moral hazard risk
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    disposal cost
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    mean-reverting process
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    Lévy process
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