The joint model of default and prepayment for a mortgage loan and its application in mortgage insurance

Insurance Mathematics and Economics 2026

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Authors: Lan Bu, Fang Wang, Jingping Yang
DOI: 10.1016/j.insmatheco.2026.103227
Cited by: 0
References: 53

Fields of Study & Subjects

Financial Risk and Volatility Modeling Statistical Distribution Estimation and Applications Probability and Risk Models

Publication details

Journal / source
Insurance Mathematics and Economics
Volume
127
Pages
103227–103227
Publication date
30 January 2026
Language
EN