Joint models for longitudinal and discrete survival data in credit scoring
Victor Medina-Olivares, Raffaella Calabrese, Jonathan Crook, Finn Lindgren
| Year of publication: |
2023
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|---|---|
| Authors: | Medina-Olivares, Victor ; Calabrese, Raffaella ; Crook, Jonathan N. ; Lindgren, Finn |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 307.2023, 3 (16.6.), p. 1457-1473
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| Subject: | Autoregressive process | Bayesian joint models | Discrete time | OR in banking | Theorie | Theory | Kreditwürdigkeit | Credit rating | Bayes-Statistik | Bayesian inference | Kreditrisiko | Credit risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2022.10.022 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014283003