Chia-Chien Chang

National Kaohsiung University of Applied Sciences

Kaohsiung 80778

Taiwan

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

1.

Valuing Vulnerable Mortgage Insurance Under Capital Forbearance

Journal of Real Estate Finance and Economics, Vol. 54, No. 4, 2017
Posted: 31 Mar 2017
Chia-Chien Chang and Minā€Teh Yu
National Kaohsiung University of Applied Sciences and National Chiao-Tung University

Abstract:

Mortgage insurance; Default risk; Capital forbearance; Capital requirement; Time delay

2.

Pricing Mortgage Insurance with Asymmetric Jump Risk and Default Risk: Evidence in the U.S. Housing Market

Journal of Real Estate Finance and Economics, Vol. 45, No. 3, 2012
Posted: 27 Nov 2012
Chia-Chien Chang and So-De Shyu
National Kaohsiung University of Applied Sciences and National Sun Yat-Sen University

Abstract:

Mortgage insurance contract, Asymmetric double exponential jump diffusion process, Default risk