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Mortgage Termination: An Empirical Hazard Model with a Stochastic Term Structure

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2018Deep Learning for Mortgage Risk125 cited
2003Credit History and the Performance of Prime and Nonprime Mortgages

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1999Insolvency, Trigger Events, and Consumer Risk Posture in the Theory of Single-Family Mortgage Default98 cited

2002A Dynamic Analysis of Fixed- and Adjustable-Rate Mortgage Terminations81 cited

2005Mortgage Default: Classification Trees Analysis77 cited

2001Woodhead Behavior and the Pricing of Residential Mortgages75 cited

2020Forecasting Loan Default in Europe with Machine Learning71 cited

2009Financial Crises and Bank Failures: A Review of Prediction Methods54 cited

2005An Analysis of SBA Loan Defaults by Maturity Structure44 cited

2010CDO market implosion and the pricing of subprime mortgage-backed securities41 cited

2006AN INTENSITY-BASED APPROACH TO THE VALUATION OF MORTGAGE CONTRACTS AND COMPUTATION OF THE ENDOGENOUS MORTGAGE RATE35 cited

2020Deep learning for survival and competing risk modelling27 cited