Keywords and phrases: geometric fractional Brownian motion, stochastic volatility, long memory, mortgage insurance, risk mitigation.
Received: November 16, 2020; Accepted: December 20, 2020; Published: January 29, 2021
How to cite this article: Mohammed Alhagyan, Masnita Misiran and Zurni Omar, On effects of stochastic volatility and long memory towards mortgage insurance models: an empirical study, Advances and Applications in Statistics 66(2) (2021), 165-174. DOI: 10.17654/AS066020165
This Open Access Article is Licensed under Creative Commons Attribution 4.0 International License
References:
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