The Innovation and Evaluation of Mortgage Insurance under O-U Process

机译：O-U过程下抵押保险的创新与评价

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摘要

Give an innovative design for housing mortgage insurance in the basis of the guarantee insurance,then obtain the pricing formula of the mortgage insurance by using the method of martingale pricing,when the unpaid part is a constant and real estate price is submitted to the process of O-U index.

机译：在担保保险的基础上进行住房抵押保险的创新设计，然后采用of定价法，在未付部分为常数且将房地产价格提交给抵押的过程中，得出抵押保险的定价公式。 OU索引。

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来源
《2012 IEEE 5th International conference on management engineering amp; technology of statistics》|2012年|19-21|共3页
会议地点 Qingdao(CN)
作者
CHEN Li-ping;
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作者单位

Basic Department,Hunan University of Finance and Economics Changsha,China;

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会议组织
原文格式 PDF
正文语种 eng
中图分类统计学;
关键词
mortgage; insurance; option; martingale pricing;

机译：抵押;保险;选项; ting定价;

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The Innovation and Evaluation of Mortgage Insurance under O-U Process

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