Yuchen Mei

University of Waterloo - Department of Statistics and Actuarial Science

Waterloo, Ontario N2L 3G1

Canada

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Improving Risk Sharing and Borrower Incentives in Mortgage Design

Number of pages: 37 Posted: 18 Sep 2015 Last Revised: 04 Apr 2017
University of Waterloo - Department of Statistics and Actuarial Science, Wilfrid Laurier University - School of Business & Economics and University of Waterloo
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Abstract:

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Borrower incentives, Mortgage default risk, Property index-linked mortgages, Risk sharing