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Bayesian forecasting of prepayment rates for individual pools of mortgages - MaRDI portal

Bayesian forecasting of prepayment rates for individual pools of mortgages (Q2634523)

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Bayesian forecasting of prepayment rates for individual pools of mortgages
scientific article

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    title
    Bayesian forecasting of prepayment rates for individual pools of mortgages (English)
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    DOI
    10.1214/08-BA315
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    author
    Ivilina Popova
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    Elmira Popova
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    Edward I. George
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    publication date
    16 February 2016
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    Mathematics Subject Classification ID
    62M10
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    91B84
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    62P05
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    zbMATH DE Number
    6541734
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    zbMATH Keywords
    mortgages
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    prepayment rates
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    MBS pricing
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    Bayesian forecasting
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