On Effects of Stochastic Volatility and Long Memory Towards Mortgage Insurance Models: An Empirical Study

The change in collateral price is one of the challenges in modeling mortgage insurance. Current work mostly considers collateral price similar to addressing risky asset modelling, in which geometric Brownian motion is being used to model its underlying processes. This assumption has been heavily cri...

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Bibliographic Details

Main Authors:	Alhagyan, Mohammed, Misiran, Masnita, Omar, Zurni
Format:	Article
Language:	en
Published:	Pushpa Publishing House, Prayagraj, India 2021
Subjects:	QA Mathematics
Online Access:	https://repo.uum.edu.my/id/eprint/30842/1/AAS%202021%2001-10.pdf http://www.pphmj.com/ https://repo.uum.edu.my/id/eprint/30842/ http://www.pphmj.com
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