Credit risk assessment with Bayesian model averaging

DOI10.1080/03610926.2016.1212070zbMath1380.62244OpenAlexW2518999372MaRDI QIDQ4597992

Paolo Giudici, Silvia Figini

Publication date: 15 December 2017

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2016.1212070

zbMATH Keywords

logistic regressionpredictive performancecredit risk modelsBayesian model averaging

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian inference (62F15) Generalized linear models (logistic models) (62J12) Credit risk (91G40)

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