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假设未偿付额为常数且房产价格服从一般的It过程,得到了2类住房抵押贷款保证险的传统鞅定价公式和保险精算定价公式,并证明了2种方法的定价结果是完全一致的.
Assuming that the unpaid amount is constant and the real estate price follows the general It process, we get the traditional martingale pricing formula and actuarial pricing formula of the two types of housing mortgage loan guarantee, and prove that the pricing results of the two methods are completely consistent.