A New Paradigm in Mortgage Loan Advice

Margrét Sesselja Otterstedt, Kourosh Marjani Rasmussen, Murat Kulahci

Research output: Chapter in Book/Report/Conference proceedingArticle in proceedingsResearchpeer-review

Abstract

The Danish mortgage market has undergone considerable changes during the last 15 years. New and more complex variations of loan products have been introduced. Nevertheless, mortgage loan advice has remained, by large, unchanged. This paper addresses a study where a number of new refinancing rules are constructed with the help of a stochastic optimization model and the data mining method, CART.
Original languageEnglish
Title of host publicationProceedings of ORS 2013
Number of pages9
PublisherSocial Science Electronic Publishing, Inc
Publication date2013
Pages77
DOIs
Publication statusPublished - 2013
Event3rd Annual International Conference on Operations Research and Statistics (ORS 2013) - Singapore, Singapore
Duration: 22 Apr 201323 Apr 2013

Conference

Conference3rd Annual International Conference on Operations Research and Statistics (ORS 2013)
Country/TerritorySingapore
CitySingapore
Period22/04/201323/04/2013
SeriesInternational Conference on Operations Research and Statistics. Annual. Proceedings
ISSN2251-1938

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