𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Collateral Risk in Residential Mortgage Defaults

✍ Scribed by Tyler T. Yang; Che-Chun Lin; Man Cho

Book ID
106513965
Publisher
Springer US
Year
2009
Tongue
English
Weight
387 KB
Volume
42
Category
Article
ISSN
0895-5638

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

RESIDENTIAL MORTGAGE RISK CHARACTERISTIC
RESIDENTIAL MORTGAGE RISK CHARACTERISTICS
✍ Steven E. Bolten πŸ“‚ Article πŸ“… 1974 πŸ› Decision Sciences Institute, Georgia State Univers 🌐 English βš– 770 KB
Assessment of mortgage default risk via
Assessment of mortgage default risk via Bayesian reliability models
✍ Refik Soyer; Feng Xu πŸ“‚ Article πŸ“… 2010 πŸ› John Wiley and Sons 🌐 English βš– 335 KB

## Abstract In this paper, we consider duration‐type models and their generalizations for modeling default risk. The models are motivated by noting similarities between reliability/survival analysis and mortgage default risk. We present Bayesian modeling strategies used in reliability analysis for