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Determining an optimal principal limit factor for reverse mortgages under economics-based models
Chiang, Shu Ling; Tsai, Ming-shann; Wang, Chien-an - In: The journal of real estate finance and economics 63 (2021) 4, pp. 565-597
Persistent link: https://www.econbiz.de/10012653290
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The valuation of deposit insurance premiums based on a specific bank's official default probability
Chiang, Shu Ling; Tsai, Ming-shann - In: Multinational finance journal 23 (2019) 3/4, pp. 141-167
Persistent link: https://www.econbiz.de/10012590830
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The valuation of deposit insurance allowing for the interest rate spread and early-bankruptcy risk
Chiang, Shu Ling; Tsai, Ming-shann - In: The quarterly review of economics and finance : journal … 76 (2020), pp. 345-356
Persistent link: https://www.econbiz.de/10012417739
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Valuation of an option using non-parametric methods
Chiang, Shu Ling; Tsai, Ming-shann - In: Review of derivatives research 22 (2019) 3, pp. 419-447
Persistent link: https://www.econbiz.de/10012311834
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A microeconomic model for the decision of reverse mortgage borrowers to sell their house early and its application on the estimation of termination rates
Chiang, Shu Ling; Tsai, Ming-shann - In: The journal of real estate finance and economics 61 (2020) 2, pp. 288-312
Persistent link: https://www.econbiz.de/10012293176
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Analyzing an elder's desire for a reverse mortgage using an economic model that considers house bequest motivation, random death time and stochastic house price
Chiang, Shu Ling; Tsai, Ming-shann - In: International review of economics & finance : IREF 42 (2016), pp. 202-219
Persistent link: https://www.econbiz.de/10011625110
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A study on the distribution of the foreclosure lag, its expected capital opportunity cost and its analyses
Tsai, Ming-shann; Chiang, Shu Ling; Miller, Chen - In: Journal of international financial markets, … 45 (2016), pp. 156-170
Persistent link: https://www.econbiz.de/10011690515
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The valuation model for a risky asset when its risky factors follow gamma distributions
Tsai, Ming-shann; Chiang, Shu Ling - In: International review of finance 16 (2016) 3, pp. 421-444
Persistent link: https://www.econbiz.de/10011713779
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Valuation of mortgages by using Lévy models
Chiang, Shu Ling; Tsai, Ming-shann - In: Journal of real estate research : JRER ; a publication … 46 (2024) 1, pp. 25-54
Persistent link: https://www.econbiz.de/10014582188
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Assessing mortgage servicing rights using a reduced-form model : considering the effects of interest rate risks, prepayment and default risks, and random state variables
Chiang, Shu Ling; Yang, Tyler; Tsai, Ming-shann - In: Journal of housing economics 32 (2016), pp. 29-46
Persistent link: https://www.econbiz.de/10011631690