Valuing vulnerable mortgage insurance under capital forbearance
Year of publication: |
May 2017
|
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Authors: | Chang, Chia-Chien ; Yu, Min-Teh |
Published in: |
The journal of real estate finance and economics. - Dordrecht : Springer, ISSN 0895-5638, ZDB-ID 1073289-5. - Vol. 54.2017, 4, p. 558-578
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Subject: | Mortgage insurance | Default risk | Capital forbearance | Capital requirement | Time delay | Hypothek | Mortgage | Kreditrisiko | Credit risk | Basler Akkord | Basel Accord | Insolvenz | Insolvency | Versicherung | Insurance | Theorie | Theory | Kapitalbedarf | Capital requirements |
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