Minimizing the payments and borrower risk in a mortgage

DOI10.1134/S0005117917120104zbMATH Open1390.91315OpenAlexW2775173937MaRDI QIDQ2412973FDOQ2412973

Authors: S. A. Malakh, V. V. Servakh 

Publication date: 6 April 2018

Published in: Automation and Remote Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0005117917120104

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zbMATH Keywords

creditcombinatorial optimizationdynamic programmingrisk

Mathematics Subject Classification ID

Dynamic programming (90C39) Credit risk (91G40)

Cites Work

• Problems in stochastic programming with probabilistic criteria
• On scheduling credited projects
• Financing and reliability analysis for schedules in the project calendar planning problem
• Minimizing the payments and borrower risk in a mortgage

Cited In (6)

• An application of risk theory to mortgage lending
• Household Risk Management and Optimal Mortgage Choice
• Improving Risk Sharing and Borrower Incentives in Mortgage Design
• Optimal payment of mortgages
• Minimizing the repayment cost of federal student loans
• Minimizing the payments and borrower risk in a mortgage

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