Default Probabilities for Mortgages

DOI10.1006/JUEC.1994.1017MaRDI QIDQ4398099zbMATH OpenOpenAlexFDO

Authors James B. Kau, Donald C. Keenan, Tae-Won Kim

Publication date 5 January 1999

Published in Journal of Urban Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1006/juec.1994.1017

zbMATH Keywords

default optionmortgage

Mathematics Subject Classification ID

Recommendations

• Mortgage default in an estimated model of the U.S. housing market
• Implied default probability and credit derivatives
• Assessment of mortgage default risk via Bayesian reliability models
• An application of risk theory to mortgage lending
• Conditional default probability and density
• Pricing the risks of default
• Pricing the risks of default
• scientific article; zbMATH DE number 5280213

Cited in

(12)

• Mortgage default in an estimated model of the U.S. housing market
• Default and prepayment options pricing and default probability valuation under VG model
• Should I default on my mortgage even if I can pay? Experimental evidence
• Assessment of mortgage default risk via Bayesian reliability models
• The Accuracy of Long-term Real Estate Valuations
• Collateral equilibrium. I: A basic framework
• More punishment, less default?
• Default option exercise over the financial crisis and beyond
• Modeling of commercial real estate credit risks
• VALUES OF MORTGAGES WITH TOP-UP PAYMENT OPTIONS
• Why do Borrowers Default on Mortgages?
• Mortgage contracts and underwater default

This page was built for publication: Default Probabilities for Mortgages

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4398099)