Timothy Dombrowski- PhD
- Professor (Assistant) at University of Missouri–St. Louis
Timothy Dombrowski
- PhD
- Professor (Assistant) at University of Missouri–St. Louis
About
7
Publications
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58
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Current institution
Publications
Publications (7)
We develop an additive Cox proportional hazard model with time-varying covariates, including spatio-temporal characteristics of weather events, to study the impact of weather extremes (heavy rains and tropical cyclones) on the probability of mortgage default and prepayment. We compare the survival model with a flexible logistic model and an extreme...
The determinants of mortgage default have been an area of rising interest since the 2008 recession. There are two distinguishing features of mortgage default analysis. First, predictor variables are often only recorded at origination. However, many important variables such as credit scores vary over time. Second, there are omitted variables (such a...
Although some have proposed eliminating the National Flood Insurance Program (NFIP) to reduce government expenditures, other alternatives exist that could reduce the cost of the program and increase its viability, such as increasing deductibles, which may increase participation and revenue. The recently released FIMA NFIP Redacted Policies Data Set...
The National Flood Insurance Program (NFIP) was created in 1968 and allows homeowners, renters, and businesses to purchase flood insurance from the federal government. During the summer of 2019, without compromising privacy, the Federal Emergency Management Agency (FEMA) released two datasets containing roughly 50 million flood insurance policy obs...
The strategy of geographically diversifying a portfolio of commercial real estate assets is an intuitive approach for risk management. However, due to high concentrations of these assets in major metropolitan areas, investors may face additional constraints in the portfolio optimization process. The rank-size rule, a log-linear relationship between...
