Pricing Reverse Mortgages under Exponential L''evy Processes
碩士 === 國立高雄第一科技大學 === 風險管理與保險所 === 97 === The purpose of this study is to price reverse mortgages and to discuss about the details of the major risk. And, in the study is assumed that housing prices under exponential Lévy processes instead of geometric Brownian motion. Moreover, the Gompertz-Makeham...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/45005305112392041121 |