Mortgage Termination at AgChoice Farm Credit

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.


Issue Date:
2006
Publication Type:
Conference Paper/ Presentation
PURL Identifier:
http://purl.umn.edu/133077
Total Pages:
15




 Record created 2017-04-01, last modified 2017-08-26

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