A Valuation Model of Mortgage Insurance Premiums Considering the Target Prescribed Capital Requirement for Systematic Risk

Shu Ling Chiang and Ming Shann Tsai

ERES from European Real Estate Society (ERES)

Keywords: Idiosyncratic risk; Mortgage Insurance; Systematic Risk; Valuation (search for similar items in EconPapers)
JEL-codes: R3 (search for similar items in EconPapers)
Date: 2023-01-01
New Economics Papers: this item is included in nep-rmg and nep-ure
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