Work

Using Markov Chains to Estimate Losses from a Portfolio of Mortgages

Year: 1999

Type: article

Source: Review of Quantitative Finance and Accounting

DOI: 10.1023/a:1008331016892

Author: Luis Betancourt

Institution: American University

Language: English

Topic: Credit Risk and Financial Regulations

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1525636262

FWCI:

Cites: 15

Cited by: 18

Related to: 10