| 按揭支付的单调性分析 |
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| 引用本文： | 陆成刚,王丽君.按揭支付的单调性分析[J].数学的实践与认识,2011,41(22). |
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| 作者姓名： | 陆成刚 王丽君 |
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| 作者单位： | 1. 浙江工业大学 理学院应用数学系,浙江 杭州,310014
2. 浙江医院检验科,浙江 杭州,310027 |
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| 基金项目： | 浙江工业大学博士科研启动基金(109003229) |
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| 摘 要： | 考虑了基于随机提前偿付的按揭支付的期望收入或损失的分析模型,模型具有和提前偿付的概率分布无关的一些单调特性,揭示了潜在的异于传统的按揭风险控制思路,可以支持新颖支付模式的研发,并构成按揭风险治理的有力补充.
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| 关 键 词： | 提前偿付 按揭 期望损失 期望收入 |
Monotonicity Analysis of Mortgage Payment |
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| LU Cheng-gang,WANG Li-jun.Monotonicity Analysis of Mortgage Payment[J].Mathematics in Practice and Theory,2011,41(22). |
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| Authors: | LU Cheng-gang WANG Li-jun |
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| Institution: | LU Cheng-gang~1,WANG Li-jun~2 (1.Department of Applied Mathematics,Institute of Science,Zhejiang University of Technology.Hangzhou 310014,China) (2.Clinical Laboratory,Zhejiang Hospital,Hangzhou 310027,China) |
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| Abstract: | This paper focused the analysis model of expected loss or expected revenue related with payment modes based on stochastic mortgage prepayment.The model possesses some monotonicity invariant to any probability distribution of prepayment,which shows potential rules different to traditional mortgage risk controlling to guide novel payment modes development.Further,the monotonicity rule also becomes supplementary to mortgage risk theory. |
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| Keywords: | prepayment mortgage expected loss expected revenue |
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