摘要
引入期权定价理论,利用鞅方法和保险精算方法,在未偿付额为常数,房产价格服从一般Ito)过程的情形下,得到了一类住房抵押贷款保险的鞅定价公式和保险精算定价公式,发现这两种定价结果是一致的.
Option pricing theory obtain martingale pricing formula and the condition of that unpaid money is is introduced, martingale method and insurance actuary method are used to insurance actuary pricing formula for a kind of housing mortgage loan under a constant and that housing price follows general Ito process, and it is verified that these two pricing results are the same.
出处
《重庆工商大学学报（自然科学版）》
2012年第2期43-46,103,共5页
Journal of Chongqing Technology and Business University:Natural Science Edition
基金
国家自然科学基金(10871064)
湖南财政经济学院科研基金(k200909)
关键词
住房抵押贷款
保证险
期权
鞅定价
保险精算定价
mortgage
earnest money
option
martingale pricing
insurance actuary pricing
