Identifying hidden patterns in credit risk survival data using Generalised Additive Models
Viani Biatat Djeundje, Jonathan Crook
| Year of publication: |
2019
|
|---|---|
| Authors: | Djeundje, Viani Biatat ; Crook, Jonathan N. |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 277.2019, 1 (16.8.), p. 366-376
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| Subject: | OR in banking | Risk analysis | Smoothing | Multivariate statistics | Predictions accuracy | Kreditrisiko | Credit risk | Prognoseverfahren | Forecasting model | Theorie | Theory | Bankrisiko | Bank risk | Schätzung | Estimation | Multivariate Analyse | Multivariate analysis | Statistische Methode | Statistical method | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2019.02.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012015040