A Bayesian approach to modeling mortgage default and prepayment
Arnab Bhattacharya, Simon P. Wilson, Refik Soyer
| Year of publication: |
2019
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|---|---|
| Authors: | Bhattacharya, Arnab ; Wilson, Simon P. ; Soyer, Refik |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 274.2019, 3 (1.5.), p. 1112-1124
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| Subject: | Reliability | Proportional hazards model | Competing risks | MCMC | Theorie | Theory | Hypothek | Mortgage | Kreditrisiko | Credit risk | Bayes-Statistik | Bayesian inference | Risiko | Risk | Monte-Carlo-Simulation | Monte Carlo simulation | Markov-Kette | Markov chain | Statistische Bestandsanalyse | Duration analysis | Insolvenz | Insolvency |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2018.10.047 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011990305