Valuation of Mortgage Insurance Contracts in IG-GARJI model
碩士 === 國立政治大學 === 風險管理與保險研究所 === 99 === Mortgage insurance products represent an attractive alternative for managing default risk. After the subprime crisis in 2008, more and more financial institutions have paid highly attention on the credit risk and default risk in mortgage market. For the purpos...
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| Format: | Others |
| Language: | en_US |
| Online Access: | http://ndltd.ncl.edu.tw/handle/86217712087860198038 |