An application of risk theory to mortgage lending
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Publication:5865323
DOI10.1080/03461238.2021.1995781zbMath1492.91268OpenAlexW3214471777MaRDI QIDQ5865323
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Publication date: 13 June 2022
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.2021.1995781
ruin probabilityexponential functionalFredholm integro-differential equationstochastic fixed-point equationrenewal-reward processdouble-debt problem
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