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,Itδ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。
Option pricing theory obtain martingale pricing formula and the condition of that unpaid money is is introduced, martingale method and insurance actuary method are used to insurance actuary pricing formula for a kind of housing mortgage loan under a constant and that housing price follows general Ito process, and it is verified that these two pricing results are the same.