Unemployment insurance and mortgages

DOI10.1016/S0167-6687(97)00003-6zbMath0931.62090OpenAlexW2058315156MaRDI QIDQ1381476

Olivier Scaillet, Christian Gouriéroux

Publication date: 17 March 1998

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-6687(97)00003-6

zbMATH Keywords

pricingunemployment insuranceduration modelprepayment

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

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• Term structure of interest rates: The martingale approach
• Martingales and arbitrage in multiperiod securities markets
• Martingales and stochastic integrals in the theory of continuous trading
• Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
• Sample Selection Bias as a Specification Error
• An equilibrium characterization of the term structure
• Markets for an Exchange Economy with Individual Risks

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