摘要
假设未偿付额为常数且房产价格服从一般的It过程,得到了2类住房抵押贷款保证险的传统鞅定价公式和保险精算定价公式,并证明了2种方法的定价结果是完全一致的.
Obtain the martingale pricing formulas and the insurance actuary insurance, and also prove that they go all the way when the unpaid money is a genegal Ito^ process. pricing formulas to two kinds of mortgage a constant and the house price is driven by
出处
《吉首大学学报(自然科学版)》
CAS
2007年第1期38-40,共3页
Journal of Jishou University(Natural Sciences Edition)