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| 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。 |
| 关键词: 住房抵押贷款 保证险 期权 鞅定价 保险精算定价 |
| DOI： |
| 分类号: |
| 基金项目: |
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| Comparison of Two Evaluation Methods for Coinsurance of Mortgage |
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CHEN Li-ping
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| Abstract: |
| Option pricing theory is introduced,martingale method and insurance actuary method are used to obtain martingale pricing formula and insurance actuary pricing formula for a kind of housing mortgage loan under the condition … |
| Key words: mortgage earnest money option martingale pricing insurance actuary pricing |
