Minimizing the payments and borrower risk in a mortgage

DOI10.1134/S0005117917120104MaRDI QIDQ2412973zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

creditcombinatorial optimizationdynamic programmingrisk

Mathematics Subject Classification ID

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

Recommendations

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Cites work

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

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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