Modeling mortgage survival
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Cited by:
- Rumyantseva, Ekaterina & Furmanov, Kirill, 2017. "Realisation of mortgage property: Survival analysis," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 48, pages 22-43.
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More about this item
Keywords
market risk; credit risk; mortgage; survival models;All these keywords.
JEL classification:
- C41 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Duration Analysis; Optimal Timing Strategies
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
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