{"id":"https://openalex.org/W1525636262","doi":"https://doi.org/10.1023/a:1008331016892","title":"Using Markov Chains to Estimate Losses from a Portfolio of Mortgages","display_name":"Using Markov Chains to Estimate Losses from a Portfolio of Mortgages","publication_year":1999,"publication_date":"1999-05-01","ids":{"openalex":"https://openalex.org/W1525636262","doi":"https://doi.org/10.1023/a:1008331016892","mag":"1525636262"},"language":"en","primary_location":{"id":"doi:10.1023/a:1008331016892","doi":"https://doi.org/10.1023/a:1008331016892","is_oa":false,"landing_page_url":"https://doi.org/10.1023/a:1008331016892","pdf_url":null,"source":{"id":"https://openalex.org/S62110574","display_name":"Review of Quantitative Finance and Accounting","issn_l":"0924-865X","issn":["0924-865X","1573-7179"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-b","anvur-class-a","anvur-scientific","cwts-core","fnege-3","jufo-1","norway-1","poland-70","russia-white-list-2","vabb-shw"],"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Review of Quantitative Finance and Accounting","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":null,"display_name":"Luis Betancourt","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I181401687","display_name":"American University","ror":"https://ror.org/052w4zt36","country_code":"US","type":"education","lineage":["https://openalex.org/I181401687"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Luis Betancourt","raw_affiliation_strings":["Assistant Professor of Accounting,\n        Department of Accounting, Kogod College of Business Administration, American University, 4400 Massachusettes Avenue, NW, Washington, D.C., 20016","Department of Accounting, Kogod College of Business Administration, American University, Washington, D.C"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Assistant Professor of Accounting,\n        Department of Accounting, Kogod College of Business Administration, American University, 4400 Massachusettes Avenue, NW, Washington, D.C., 20016","institution_ids":["https://openalex.org/I181401687"]},{"raw_affiliation_string":"Department of Accounting, Kogod College of Business Administration, American University, Washington, D.C","institution_ids":["https://openalex.org/I181401687"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I181401687"],"apc_list":{"value":3190,"currency":"USD","value_usd":3190},"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":18,"citation_normalized_percentile":{"value":0.29300475,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":97},"biblio":{"volume":"12","issue":"3","first_page":"303","last_page":"318"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11496","display_name":"Credit Risk and Financial Regulations","score":0.4790000021457672,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11496","display_name":"Credit Risk and Financial Regulations","score":0.4790000021457672,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10632","display_name":"Housing Market and Economics","score":0.2890999913215637,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10127","display_name":"Banking stability, regulation, efficiency","score":0.04540000110864639,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/markov-chain-model","display_name":"Markov chain model","score":0.9160000085830688},{"id":"https://openalex.org/keywords/loan-loss-reserves","display_name":"loan loss reserves","score":0.7200000286102295},{"id":"https://openalex.org/keywords/freddie-mac","display_name":"Freddie Mac","score":0.6679999828338623},{"id":"https://openalex.org/keywords/transition-probabilities","display_name":"transition probabilities","score":0.859000027179718},{"id":"https://openalex.org/keywords/random-walks","display_name":"random walks","score":0.7540000081062317},{"id":"https://openalex.org/keywords/loan-impairment","display_name":"loan impairment","score":0.44699999690055847}],"concepts":[{"id":"https://openalex.org/C2777764128","wikidata":"https://www.wikidata.org/wiki/Q189539","display_name":"Loan","level":2,"score":0.7728763818740845},{"id":"https://openalex.org/C98763669","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov chain","level":2,"score":0.688897967338562},{"id":"https://openalex.org/C51034333","wikidata":"https://www.wikidata.org/wiki/Q4747796","display_name":"Amortizing loan","level":5,"score":0.5901309251785278},{"id":"https://openalex.org/C2781027943","wikidata":"https://www.wikidata.org/wiki/Q192907","display_name":"Financial statement","level":3,"score":0.540075957775116},{"id":"https://openalex.org/C145097563","wikidata":"https://www.wikidata.org/wiki/Q1148747","display_name":"Payment","level":2,"score":0.5194618105888367},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5020079612731934},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.499906063079834},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.3710983395576477},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.33275026082992554},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.30765655636787415},{"id":"https://openalex.org/C121955636","wikidata":"https://www.wikidata.org/wiki/Q4116214","display_name":"Accounting","level":1,"score":0.2751278281211853},{"id":"https://openalex.org/C158725981","wikidata":"https://www.wikidata.org/wiki/Q2079582","display_name":"Bridge loan","level":4,"score":0.17443829774856567},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.15197890996932983},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.14112144708633423},{"id":"https://openalex.org/C71387314","wikidata":"https://www.wikidata.org/wiki/Q494128","display_name":"Non-performing loan","level":3,"score":0.13480916619300842},{"id":"https://openalex.org/C199521495","wikidata":"https://www.wikidata.org/wiki/Q181487","display_name":"Audit","level":2,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1023/a:1008331016892","doi":"https://doi.org/10.1023/a:1008331016892","is_oa":false,"landing_page_url":"https://doi.org/10.1023/a:1008331016892","pdf_url":null,"source":{"id":"https://openalex.org/S62110574","display_name":"Review of Quantitative Finance and Accounting","issn_l":"0924-865X","issn":["0924-865X","1573-7179"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-b","anvur-class-a","anvur-scientific","cwts-core","fnege-3","jufo-1","norway-1","poland-70","russia-white-list-2","vabb-shw"],"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Review of Quantitative Finance and Accounting","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":15,"referenced_works":["https://openalex.org/W652649817","https://openalex.org/W1796759103","https://openalex.org/W1977970115","https://openalex.org/W1980371207","https://openalex.org/W1990848950","https://openalex.org/W2007063780","https://openalex.org/W2030798272","https://openalex.org/W2034783043","https://openalex.org/W2050348872","https://openalex.org/W2056859449","https://openalex.org/W2062101000","https://openalex.org/W2081002185","https://openalex.org/W2092240518","https://openalex.org/W2795400477","https://openalex.org/W7113217521"],"related_works":["https://openalex.org/W2757370547","https://openalex.org/W2045537026","https://openalex.org/W2079213970","https://openalex.org/W2038260998","https://openalex.org/W298865608","https://openalex.org/W2087789089","https://openalex.org/W588587085","https://openalex.org/W1438534488","https://openalex.org/W1970237090","https://openalex.org/W2083078796"],"abstract_inverted_index":null,"counts_by_year":[{"year":2023,"cited_by_count":1},{"year":2022,"cited_by_count":1},{"year":2020,"cited_by_count":2},{"year":2018,"cited_by_count":1},{"year":2015,"cited_by_count":3},{"year":2013,"cited_by_count":1},{"year":2012,"cited_by_count":2}],"updated_date":"2026-10-16T09:59:22.235173","created_date":"2016-06-24T00:00:00"}
