Insolvency, Trigger Events, and Consumer Risk Posture in the Theory of Single-Family Mortgage Default

Keywords

Insolvency, Business, Default, Mortgage underwriting, Actuarial science

References

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• Loan Loss Severity and Optimal Mortgage DefaultVassilis Lekkas, John M. Quigley, Robert Van Order — 1993
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• Option Theory and Floating-Rate Securities with a Comparison of Adjustable- and Fixed-Rate MortgagesJames B. Kau, Donald C. Keenan, Walter J. Muller — 1993
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• Explicit tests of contingent claims models of mortgage defaultJohn M. Quigley, Robert Van Order — 1993
• The Effect of Income and Collateral Constraints on Residential Mortgage TerminationsWayne R. Archer, David C. Ling, Gary A. McGill — 1996
• The probability of fixed- and adjustable-rate mortgage terminationRichard A. Phillips, Eric Rosenblatt, James Vanderhoff — 1996
• Mortgage Default in Local MarketsDennis R. Capozza, Dick Kazarian, Thomas A. Thomson — 1997
• Pricing Mortgage Default and Foreclosure DelayBrent W. Ambrose, Richard J. Buttimer, Charles A. Capone — 1997
• A poor performanceC Logan — 1994
• The Theory and Practice of EconometricsP. Schmidt — 1985

Cited by

• An Analysis of Mortgage Default Clients and Mortgage Default Counseling at the Utah State University Family Life CenterLeslie E. Green — 2006
• Analysis of Mortgage Default Clients and Mortgage Default Counseling at a Housing Counseling AgencyLucy M. Delgadillo, Leslie E. Green Pimentel — 2013
• Building Assets, Building Credit: Creating Wealth in Low-Income CommunitiesNicolas P. Retsinas, Eric S. Belsky — 2005
• An Analysis of Default Risk in the Home Equity Conversion Mortgage (HECM) ProgramStephanie Moulton, Donald R. Haurin, Wei Shi — 2015
• After Foreclosure: The Social and Spatial Reconstruction of Everyday Lives in the San Francisco Bay AreaAnne Martin — 2012
• Irish Mortgage Default OptionalityGregory Connor, Thomas Flavin — 2013
• Property Tax Salience and Payment DelinquencySebastien Bradley — 2012
• Modelling and Forecasting with County Court Data: Regional Mortgage Possession Claims and Orders in England and WalesJanine Aron, John Muellbauer — 2011
• Unemployment rate hysteresis and the great recession: exploring the metropolitan evidenceGiorgio Canarella, Stephen M. Miller, Stephen K. Pollard — 2017
• Credit Counseling And Mortgage Loan Default By Rural And Urban Low Income HouseholdsValentina Hartarska, Claudio González‐Vega, Hartarska, Valentina M. — 2001
• Households Response to Economic CrisisPetr Jakubík — 2011
• Residential mortgage defaultRonel Elul — 2006
• Determinants of Multifamily Mortgage DefaultPeter J. Elmer, David C. Ling, Wayne R. Archer — 1999
• Effects of Monitoring on Mortgage Delinquency: Evidence From a Randomized Field StudyStephanie Moulton, J. Michael Collins, Cäzilia Loibl — 2015
• A COMPARISON OF OPTION-THEORETIC AND CHOICE-THEORETIC APPROACHES TO EVALUATING ALTERNATIVE FINANCIAL TECHNOLOGIES FOR MORTGAGE LOANS TO LOW-INCOME HOUSEHOLDSValentina Hartarska, Claudio González‐Vega, Hartarska, Valentina M. — 2002
• Household Balance Sheets and Economic CrisisPetr Jakubík — 2014
• Household Loan Loss Risk in Finland - Estimations and Simulations With Micro DataRisto Herrala, Karlo Kauko — 2007
• The Performance of Non-Owner-Occupied Mortgages During the Housing CrisisBreck L. Robinson — 2012
• Mortgage arrears in Europe: The impact of monetary and macroprudential policiesPetra Gerlach‐Kristen, Seán Lyons — 2015
• A Multicity Neighborhood Analysis of Foreclosure and CrimeEric P. Baumer, Kevin T. Wolff, Ashley N. Arnio — 2012

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