Improving Risk Sharing and Borrower Incentives in Mortgage Design-Reference-Cited by-同舟云学术

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Improving Risk Sharing and Borrower Incentives in Mortgage Design

Published:2019-10-02 Issue:4 Volume:23 Page:485-511
ISSN:1092-0277
Container-title:North American Actuarial Journal
language:en
Short-container-title:North American Actuarial Journal

Author:

Mei Yuchen¹,Boyle Phelim²,Li Johnny Siu-Hang¹³

Affiliation:

1. Department of Statistics and Actuarial Science, University of Waterloo, Waterloo, Ontario, Canada

2. Lazaridis School of Business and Economics, Wilfrid Laurier University, Waterloo, Ontario, Canada

3. Department of Economics, The University of Melbourne, Melbourne, Australia

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/10920277.2019.1634594

Reference42 articles.

1. Why don't Lenders renegotiate more home mortgages? Redefaults, self-cures and securitization

2. The Adjustable Balance Mortgage: Reducing the Value of the Put

3. Cost-benefit analysis of single-family foreclosure alternatives

4. Resolving Residential Mortgage Distress: Time to Modify?

5. Estimates of the Size and Source of Price Declines Due to Nearby Foreclosures

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Mortgage Contracts and Underwater Default;SIAM Journal on Financial Mathematics;2024-04-11

2. Mortgage Contracts and Underwater Default;SSRN Electronic Journal;2021

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