The Two Pricing Comparisons of Mortgage Common Insurance

Chen Li-ping

Journal of Statistical and Econometric Methods, 2013, vol. 2, issue 3, 4

Abstract: Taking advantage of martingale pricing method and insurance actuary pricing method,we obtain the martingale pricing formula and the insurance actuary pricing formula of the mortgage common insurance , when the real estate price is driven by general O-U process; Furthermore, we prove that the two pricing results is different and the insurance actuary pricing is essentially a arbitrage pricing.

Date: 2013
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