Incorporating lifecycle and environment in loan-level forecasts and stress tests
type: Item
instance of: scholarly article
title: Incorporating lifecycle and environment in loan-level forecasts and stress tests
zbMATH Open document ID: 1346.91248
author: Joseph L. Breeden
published in: European Journal of Operational Research
publication date: 2016-10-07T00:00:00Z
Mathematics Subject Classification ID: 91G40
Mathematics Subject Classification ID: 91G70
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 91B84
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 6636577
zbMATH Keywords: forecasting
zbMATH Keywords: risk
zbMATH Keywords: banking
zbMATH Keywords: time series
zbMATH Keywords: age-period-cohort models
Wikidata QID: Q58626897
MaRDI profile type: Publication
full work available at URL: j.ejor.2016.06.008
OpenAlex ID: W2413795404
cites work: Q5654899
cites work: The Two-Way Proportional Hazards Model
cites work: Q4951798
cites work: Modeling survival data: extending the Cox model
DOI: 10.1016/J.EJOR.2016.06.008
description: scientific article; zbMATH DE number 6636577