Open AccessON EFFECTS OF STOCHASTIC VOLATILITY AND LONG MEMORY TOWARDS MORTGAGE INSURANCE MODELS: AN EMPIRICAL STUDY
Author(s) -
Mohammed Alhagyan,
Masnita Misiran,
Zurni Omar
Publication year - 2021
Publication title -
advances and applications in statistics
Language(s) - English
Resource type - Journals
ISSN - 0972-3617
DOI - 10.17654/as066020165
Subject(s) - stochastic volatility , mortgage insurance , econometrics , volatility (finance) , actuarial science , financial economics , business , economics , insurance policy , general insurance