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isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Review of accounting studies"
~isPartOf:"The journal of fixed income"
~subject:"Dividend"
~subject:"Mortgage"
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Discussion paper / Centre for Economic Policy Research
Insurance / Mathematics & economics
Review of accounting studies
The journal of fixed income
The journal of real estate finance and economics
71
Working papers / Federal Reserve Bank of Philadelphia, Research Department
23
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1
Optimal risk sharing and dividend strategies under default contagion : a semi-analytical approach
Qiu, Ming
;
Jin, Zhuo
;
Li, Shuanming
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014466202
Saved in:
2
Optimal dividends under Markov-modulated bankruptcy level
Ferrari, Giorgio
;
Schuhmann, Patrick
;
Zhu, Shihao
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 146-172
Persistent link: https://www.econbiz.de/10013380501
Saved in:
3
Optimal dividend and capital injection strategy with a penalty payment at ruin : restricted dividend payments
Xu, Ran
;
Woo, Jae-Kyung
- In:
Insurance / Mathematics & economics
92
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012242033
Saved in:
4
Dividends from unrealized earnings and default risk
Chen, Ester
;
Gavious, Ilanit
;
Steinberg, Nadav
- In:
Review of accounting studies
24
(
2019
)
2
,
pp. 491-535
Persistent link: https://www.econbiz.de/10012099009
Saved in:
5
Modelling and forecasting mortage delinquency and foreclosure in the UK
Aron, Janine
;
Muellbauer, John
-
2016
Persistent link: https://www.econbiz.de/10011494162
Saved in:
6
Optimal capital injection and dividend distribution for growth restricted diffusion models with bankruptcy
Zhu, Jinxia
;
Yang, Hailiang
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 259-271
Persistent link: https://www.econbiz.de/10011597291
Saved in:
7
Optimal dividend payments under a time of ruin constraint : exponential claims
Hernández, Camilo
;
Junca, Mauricio
- In:
Insurance / Mathematics & economics
65
(
2015
),
pp. 136-142
Persistent link: https://www.econbiz.de/10011422897
Saved in:
8
The role of prepayment penalties in mortage loans
Beltratti, Andrea
;
Benetton, Matteo
;
Gavazza, Alessandro
-
2015
Persistent link: https://www.econbiz.de/10010509503
Saved in:
9
Modeling prepayments and defaults for UK nonconforming RMBS
Kamra, Abhinav
;
Hayre, Lakhbir
;
Chiluveru, Sudhir
- In:
The journal of fixed income
22
(
2012
)
1
,
pp. 61-78
Persistent link: https://www.econbiz.de/10009670737
Saved in:
10
Modelling and forecasting UK mortgage arrears and possessions
Aron, Janine
;
Muellbauer, John
-
2010
Persistent link: https://www.econbiz.de/10008668195
Saved in:
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