文章基本信息

标题：Mortgage Termination at AgChoice Farm Credit
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作者：Dressler, Jonathan B. ; Stokes, Jeffrey R.
期刊名称：Journal of Food Distribution Research
印刷版ISSN：0047-245X
出版年度：2006
卷号：37
期号：SUPPL
出版社：Food Distribution Research Society
摘要：Mortgage termination is important when considering risk management at financial institutions and can generally be of two types: default and prepayment. Data consisting of 1,060 fixed rate mortgages collateralized by farm real estate to dairy producers made by AgChoice ACA from January 1, 2001 through June 30, 2006 were utilized to estimate survival and hazard functions for the mortgages. These functions are important components of a competing risks modeling approach to estimating the drivers of mortgage termination.
关键词：Basel Accord;mortgage termination;Survival Analysis;survivor function;hazard rate;competing risks;semi-parametric.