假设未偿付额为常数,且房产价格为对数正态随机波动率过程争一个复合Poisson过程相结合的随机过程,引入期权定价理论,利用特殊的鞅方法,分析了住房抵押贷款保证险的定价问题。
Given the unpaid money is a constant and house price follows a stochastic process of combining a log-normal stochastic volatility process with an compound Poisson process, we propose a special martingale pricing model to analyze the pricing problem of housing mortgage insurance by introducing option pricing theory.