Identifying future defaulters : a hierarchical Bayesian method
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 |
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