{"id":"https://openalex.org/W2462855860","doi":"https://doi.org/10.1007/s10479-016-2241-1","title":"Efficient simulations for a Bernoulli mixture model of portfolio credit risk","display_name":"Efficient simulations for a Bernoulli mixture model of portfolio credit risk","publication_year":2016,"publication_date":"2016-06-03","ids":{"openalex":"https://openalex.org/W2462855860","doi":"https://doi.org/10.1007/s10479-016-2241-1","mag":"2462855860"},"language":"en","primary_location":{"id":"doi:10.1007/s10479-016-2241-1","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10479-016-2241-1","pdf_url":null,"source":{"id":"https://openalex.org/S57667410","display_name":"Annals of Operations Research","issn_l":"0254-5330","issn":["0254-5330","1572-9338"],"is_oa":false,"is_in_doaj":false,"is_core":true,"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":"Annals of Operations Research","raw_type":"journal-article"},"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":"https://openalex.org/A5057023340","display_name":"\u0130smail Ba\u015fo\u011flu","orcid":"https://orcid.org/0000-0001-7564-0801"},"institutions":[{"id":"https://openalex.org/I42317466","display_name":"Alt\u0131nba\u015f University","ror":"https://ror.org/0145w8333","country_code":"TR","type":"education","lineage":["https://openalex.org/I42317466"]}],"countries":["TR"],"is_corresponding":true,"raw_author_name":"\u0130smail Ba\u015fo\u011flu","raw_affiliation_strings":["School of Economics and Administrative Sciences, \u0130stanbul Kemerburgaz University, Ba\u011fc\u0131lar, Istanbul, Turkey"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Economics and Administrative Sciences, \u0130stanbul Kemerburgaz University, Ba\u011fc\u0131lar, Istanbul, Turkey","institution_ids":["https://openalex.org/I42317466"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5053412721","display_name":"Wolfgang H\u00f6rmann","orcid":null},"institutions":[{"id":"https://openalex.org/I4405392","display_name":"Bo\u011fazi\u00e7i University","ror":"https://ror.org/03z9tma90","country_code":"TR","type":"education","lineage":["https://openalex.org/I4405392"]}],"countries":["TR"],"is_corresponding":false,"raw_author_name":"Wolfgang H\u00f6rmann","raw_affiliation_strings":["Department of Industrial Engineering, Bo\u011fazi\u00e7i University, Bebek, Istanbul, Turkey"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Industrial Engineering, Bo\u011fazi\u00e7i University, Bebek, Istanbul, Turkey","institution_ids":["https://openalex.org/I4405392"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5080999831","display_name":"Halis Sak","orcid":"https://orcid.org/0000-0001-9205-0619"},"institutions":[{"id":"https://openalex.org/I100072489","display_name":"Yeditepe University","ror":"https://ror.org/025mx2575","country_code":"TR","type":"education","lineage":["https://openalex.org/I100072489"]},{"id":"https://openalex.org/I69356397","display_name":"Xi\u2019an Jiaotong-Liverpool University","ror":"https://ror.org/03zmrmn05","country_code":"CN","type":"education","lineage":["https://openalex.org/I69356397"]}],"countries":["CN","TR"],"is_corresponding":false,"raw_author_name":"Halis Sak","raw_affiliation_strings":["Department of Industrial and Systems Engineering, Yeditepe University, Kay\u0131\u015fda\u011f\u0131, Istanbul, Turkey","Department of Mathematical Sciences, Xi\u2019an Jiaotong-Liverpool University, Suzhou, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Industrial and Systems Engineering, Yeditepe University, Kay\u0131\u015fda\u011f\u0131, Istanbul, Turkey","institution_ids":["https://openalex.org/I100072489"]},{"raw_affiliation_string":"Department of Mathematical Sciences, Xi\u2019an Jiaotong-Liverpool University, Suzhou, China","institution_ids":["https://openalex.org/I69356397"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5057023340"],"corresponding_institution_ids":["https://openalex.org/I42317466"],"apc_list":{"value":2990,"currency":"USD","value_usd":2990},"apc_paid":null,"fwci":0.4179,"has_fulltext":false,"cited_by_count":8,"citation_normalized_percentile":{"value":0.7024872,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":97},"biblio":{"volume":"260","issue":"1-2","first_page":"113","last_page":"128"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11496","display_name":"Credit Risk and Financial Regulations","score":0.9983999729156494,"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":0.9983999729156494,"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/T11720","display_name":"Probability and Risk Models","score":0.996999979019165,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10136","display_name":"Statistical Methods and Inference","score":0.9886000156402588,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/bernoullis-principle","display_name":"Bernoulli's principle","score":0.7881652116775513},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.6020958423614502},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.5172258615493774},{"id":"https://openalex.org/keywords/mixture-model","display_name":"Mixture model","score":0.513643205165863},{"id":"https://openalex.org/keywords/credit-risk","display_name":"Credit risk","score":0.4924081563949585},{"id":"https://openalex.org/keywords/theory-of-computation","display_name":"Theory of computation","score":0.46777811646461487},{"id":"https://openalex.org/keywords/latent-variable","display_name":"Latent variable","score":0.44133132696151733},{"id":"https://openalex.org/keywords/gaussian","display_name":"Gaussian","score":0.42213353514671326},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.38254234194755554},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.3485918641090393},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.29324930906295776},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.2926425039768219},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.2236546277999878},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.17675763368606567},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.11621111631393433}],"concepts":[{"id":"https://openalex.org/C152361515","wikidata":"https://www.wikidata.org/wiki/Q181328","display_name":"Bernoulli's principle","level":2,"score":0.7881652116775513},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6020958423614502},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.5172258615493774},{"id":"https://openalex.org/C61224824","wikidata":"https://www.wikidata.org/wiki/Q2260434","display_name":"Mixture model","level":2,"score":0.513643205165863},{"id":"https://openalex.org/C178350159","wikidata":"https://www.wikidata.org/wiki/Q162714","display_name":"Credit risk","level":2,"score":0.4924081563949585},{"id":"https://openalex.org/C24858836","wikidata":"https://www.wikidata.org/wiki/Q844718","display_name":"Theory of computation","level":2,"score":0.46777811646461487},{"id":"https://openalex.org/C51167844","wikidata":"https://www.wikidata.org/wiki/Q4422623","display_name":"Latent variable","level":2,"score":0.44133132696151733},{"id":"https://openalex.org/C163716315","wikidata":"https://www.wikidata.org/wiki/Q901177","display_name":"Gaussian","level":2,"score":0.42213353514671326},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.38254234194755554},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.3485918641090393},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.29324930906295776},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.2926425039768219},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.2236546277999878},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.17675763368606567},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.11621111631393433},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.0},{"id":"https://openalex.org/C146978453","wikidata":"https://www.wikidata.org/wiki/Q3798668","display_name":"Aerospace engineering","level":1,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/s10479-016-2241-1","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10479-016-2241-1","pdf_url":null,"source":{"id":"https://openalex.org/S57667410","display_name":"Annals of Operations Research","issn_l":"0254-5330","issn":["0254-5330","1572-9338"],"is_oa":false,"is_in_doaj":false,"is_core":true,"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":"Annals of Operations Research","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:spr:annopr:v:260:y:2018:i:1:d:10.1007_s10479-016-2241-1","is_oa":false,"landing_page_url":"http://link.springer.com/10.1007/s10479-016-2241-1","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[{"display_name":"Decent work and economic growth","id":"https://metadata.un.org/sdg/8","score":0.5699999928474426}],"awards":[{"id":"https://openalex.org/G7631014815","display_name":"Kredi riski \u00f6l\u00e7\u00fcm\u00fcnde verimli monte carlo sim\u00fclasyonlar\u0131n\u0131 ve gpu hesaplamas\u0131n\u0131 kullanan genel bir \u00e7\u00f6z\u00fcm","funder_award_id":"111M108","funder_id":"https://openalex.org/F4320322626","funder_display_name":"T\u00fcrkiye Bilimsel ve Teknolojik Ara\u015ft\u0131rma Kurumu"}],"funders":[{"id":"https://openalex.org/F4320322626","display_name":"T\u00fcrkiye Bilimsel ve Teknolojik Ara\u015ft\u0131rma Kurumu","ror":"https://ror.org/04w9kkr77"},{"id":"https://openalex.org/F4320323079","display_name":"Bo\u011fazi\u00e7i \u00dcniversitesi","ror":"https://ror.org/03z9tma90"}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":22,"referenced_works":["https://openalex.org/W5365639","https://openalex.org/W1602773783","https://openalex.org/W1969481231","https://openalex.org/W1973196348","https://openalex.org/W1977650076","https://openalex.org/W1993676953","https://openalex.org/W2037964274","https://openalex.org/W2057565703","https://openalex.org/W2058126714","https://openalex.org/W2099790668","https://openalex.org/W2108193930","https://openalex.org/W2115029961","https://openalex.org/W2170127976","https://openalex.org/W2227481595","https://openalex.org/W2243433059","https://openalex.org/W3020882730","https://openalex.org/W3124559688","https://openalex.org/W4212795778","https://openalex.org/W4229739412","https://openalex.org/W4242326211","https://openalex.org/W6635962571","https://openalex.org/W6681376487"],"related_works":["https://openalex.org/W1619264321","https://openalex.org/W2899588557","https://openalex.org/W4254565718","https://openalex.org/W3094386089","https://openalex.org/W2180382450","https://openalex.org/W2129020938","https://openalex.org/W4298392611","https://openalex.org/W4233030079","https://openalex.org/W1952261593","https://openalex.org/W2014494654"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2023,"cited_by_count":1},{"year":2022,"cited_by_count":3},{"year":2021,"cited_by_count":1},{"year":2020,"cited_by_count":1},{"year":2019,"cited_by_count":1}],"updated_date":"2026-07-23T08:03:31.855105","created_date":"2025-10-10T00:00:00"}
