Anthropology TodayVolume 38, Issue 1 p. 23-23 ClassifiedFree to Read Classified First published: 01 February 2022 https://doi.org/10.1111/1467-8322.12702AboutPDF ToolsRequest permissionExport citationAdd favoritesTrack citation ShareShare Give accessShare full text full-text accessPlease review our Terms and Conditions of Use check box below share version article.I have read accept the Wiley On...

This paper proposes a novel approach for modeling prepayment rates of pools of mortgages. Our goal is to establish a model that will give a good prediction for prepayment rates for individual pools of mortgages. The model incorporates the empirical evidence that prepayment is past dependent via Bayesian methodology. There are many factors that influence the prepayment behavior and for many of t...

The number of mortgages in Spain is a counting process that can be modelled as a doubly stochastic Poisson process (DSPP). A modelling method for the intensity of a DSPP is proposed. A first step consists on estimating discrete sample paths of it from observed ones of the DSPP, then a continuous modelling is derived by means of Functional Principal Component Analysis. The method is validated by...

© 2012 Blackwell Publishing Ltd. Published 2012 by Blackwell Publishing Ltd. Beyond its social and political role, housing has long been a critical ec onomic sector in all developed societies. There have historically been three ways in which it played this economic role: as part of the construction sector, as part of the real estate market and as part of the banking sector in the form of mortga...