Predicting loss severities for residential mortgage loans: a three-step selection approach
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Publication:1754749
DOI10.1016/J.EJOR.2018.02.057zbMath1403.91360OpenAlexW2794349255WikidataQ130139599 ScholiaQ130139599MaRDI QIDQ1754749
Daniel Rösch, Harald Scheule, Hung Xuan Do
Publication date: 31 May 2018
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2018.02.057
Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Credit risk (91G40)
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Cites Work
- Cure events in default prediction
- Accuracy of mortgage portfolio risk forecasts during financial crises
- Mixture cure models in credit scoring: if and when borrowers default
- Cost-based feature selection for support vector machines: an application in credit scoring
- Credit risk evaluation using multi-criteria optimization classifier with kernel, fuzzification and penalty factors
- Recent developments in consumer credit risk assessment
- Using Neural Network Rule Extraction and Decision Tables for Credit-Risk Evaluation
- Credit scoring with macroeconomic variables using survival analysis
- How Do Foreclosures Exacerbate Housing Downturns?
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