VALUATION OF MORTGAGE INSURANCE CONTRACTS WITH COUNTERPARTY DEFAULT RISK: REDUCED-FORM APPROACH

Publisher: Cambridge University Press

E-ISSN: 1783-1350|44|2|303-334

ISSN: 0515-0361

Source: ASTIN Bulletin, Vol.44, Iss.2, 2014-03, pp. : 303-334

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Abstract