The Study of the Risk of Prepayment on Mortgage Loans-The Application of Survival, Logistic and Quantile Regression Analysis
碩士 === 國立高雄第一科技大學 === 風險管理與保險所 === 98 === In this paper, we used survival analysis, logistic regression and quantile regression model under 5P credit rules to empirically investigate and analyze the factors causing mortgage loan prepayment in Taiwan. The empirical result indicates, from survival ana...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/63017214367612516338 |