Identifying future defaulters : a hierarchical Bayesian method
Fan Liu; Zhongsheng Hua; Andrew Lim
| Year of publication: |
2015
|
|---|---|
| Authors: | Liu, Fan ; Hua, Zhongsheng ; Lim, Andrew |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 241.2015, 1 (16.2.), p. 202-211
|
| Subject: | Risk management | Credit scoring | Mixture cure model | Bayesian analysis | Bayes-Statistik | Bayesian inference | Kreditrisiko | Credit risk | Kreditwürdigkeit | Credit rating | Risikomanagement | Theorie | Theory | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010486875