A prepayment model for the Japanese mortgage loan market: Prepayment-type-specific parametric model approach (Q1421701)
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scientific article; zbMATH DE number 2037001
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A prepayment model for the Japanese mortgage loan market: Prepayment-type-specific parametric model approach |
scientific article; zbMATH DE number 2037001 |
Statements
A prepayment model for the Japanese mortgage loan market: Prepayment-type-specific parametric model approach (English)
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3 February 2004
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competing risk
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parametric proportional hazards model
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recurrent event
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time(path)-dependent covariates
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