An application of risk theory to mortgage lending
J. Akahori, C. Constantinescu, Y. Imamura and H.H. Pham
| Year of publication: |
2022
|
|---|---|
| Authors: | Akahori, Jiro ; Constantinescu, Corina ; Imamura, Yuri ; Pham, H. H. |
| Published in: |
Scandinavian actuarial journal. - Stockholm : Taylor & Francis, ISSN 1651-2030, ZDB-ID 2029609-5. - Vol. 2022.2022, 5, p. 447-469
|
| Subject: | double-debt problem | Exponential functional | Fredholm integro-differential equation | renewal-reward process | ruin probability | stochastic fixed-point equation | Hypothek | Mortgage | Theorie | Theory | Stochastischer Prozess | Stochastic process | Risiko | Risk | Wahrscheinlichkeitsrechnung | Probability theory | Risikomodell | Risk model | Insolvenz | Insolvency | Statistische Verteilung | Statistical distribution | Kreditrisiko | Credit risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03461238.2021.1995781 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013370706