Pages that link to "Item:Q1755411"
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The following pages link to A Bayesian approach to modeling mortgage default and prepayment (Q1755411):
Displaying 13 items.
- Identifying future defaulters: a hierarchical Bayesian method (Q299813) (← links)
- Assessment of mortgage default risk via Bayesian state space models (Q386733) (← links)
- A Bayesian analysis of payday loans and their regulation (Q528097) (← links)
- A prediction-driven mixture cure model and its application in credit scoring (Q1735161) (← links)
- Reducing estimation risk using a Bayesian posterior distribution approach: application to stress testing mortgage loan default (Q2023954) (← links)
- Spatial contagion in mortgage defaults: a spatial dynamic survival model with time and space varying coefficients (Q2023957) (← links)
- Benchmarking forecast approaches for mortgage credit risk for forward periods (Q2077950) (← links)
- Assessment of mortgage default risk via Bayesian reliability models (Q3103154) (← links)
- (Q4902816) (← links)
- Rating frailty, Bayesian updates, and portfolio credit risk analysis* (Q5079370) (← links)
- Joint models of multivariate longitudinal outcomes and discrete survival data with INLA: an application to credit repayment behaviour (Q6168507) (← links)
- The valuation at origination of mortgages with full prepayment and default risks (Q6549637) (← links)
- Improved credit risk prediction based on an integrated graph representation learning approach with graph transformation (Q6554678) (← links)