Time to default in the UK mortgage market

Economic Modelling

Volumn 14, Issue 4, 1997, Pages 485-499

  Lambrecht, Bart ^a   Perraudin, William ^b,c   Satchell, Stephen ^b  

^a UNIVERSITY OF CAMBRIDGE   (United Kingdom)

^b UNIVERSITY OF LONDON   (United Kingdom)

^c TRINITY COLLEGE   (United Kingdom)

Author keywords

Duration; Housing market; Mortgage default; Weibull distribution

Indexed keywords

EID: 0031256587     PISSN: 02649993     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0264-9993(97)00003-5     Document Type: Article

References (13)

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12. von Furstenburg, G.M., 1970. The investment quality of home mortgages. J. Risk Ins. 37, 437-445.
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