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An application of risk theory to mortgage lending - MaRDI portal

An application of risk theory to mortgage lending (Q5865323)

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scientific article; zbMATH DE number 7540574
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English
An application of risk theory to mortgage lending
scientific article; zbMATH DE number 7540574

    Statements

    title
    An application of risk theory to mortgage lending (English)
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    publication date
    13 June 2022
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    zbMATH Keywords
    exponential functional
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    renewal-reward process
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    ruin probability
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    double-debt problem
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    Fredholm integro-differential equation
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    stochastic fixed-point equation
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    cites work
    Q3560912
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    Q4383826
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    Q5827353
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    Q4865590
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    Identifiers

    zbMATH DE Number
    7540574
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    OpenAlex ID
    W3214471777
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