VALUATION OF MORTGAGE INSURANCE CONTRACTS WITH COUNTERPARTY DEFAULT RISK: REDUCED-FORM APPROACH (Q5419644)
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scientific article; zbMATH DE number 6302686
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | VALUATION OF MORTGAGE INSURANCE CONTRACTS WITH COUNTERPARTY DEFAULT RISK: REDUCED-FORM APPROACH |
scientific article; zbMATH DE number 6302686 |
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VALUATION OF MORTGAGE INSURANCE CONTRACTS WITH COUNTERPARTY DEFAULT RISK: REDUCED-FORM APPROACH (English)
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11 June 2014
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correlated defaults
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counterparty default risk
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reduced-form model
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mortgage insurance premium structures
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