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Typical States and Their Risks for Mortgage Loans
In this study, we construct a compartmental model that tracks the different states and their respective hazards for typical mortgage loans. We consider that an active mortgage loan could become delinquent in light of either common systemic risks or idiosyncratic risks in the job market. These two gr...
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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Springer India
2023
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9970863/ https://www.ncbi.nlm.nih.gov/pubmed/37317685 http://dx.doi.org/10.1007/s40953-023-00341-2 |