Intensity models and transition probabilities for credit card loan delinquencies
Mindy Leow; Jonathan Crook
| Year of publication: |
2014
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|---|---|
| Authors: | Leow, Mindy ; Crook, Jonathan N. |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 236.2014, 2 (16.7.), p. 685-694
|
| Subject: | Risk analysis | Probability of default | Intensity modelling | Time-varying covariates | State space modelling | Retail loans | Kreditrisiko | Credit risk | Theorie | Theory | Kreditkarte | Credit card | Wahrscheinlichkeitsrechnung | Probability theory | Insolvenz | Insolvency | Zustandsraummodell | State space model | Prognoseverfahren | Forecasting model |
| 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/10010367200