Joint models of multivariate longitudinal outcomes and discrete survival data with INLA : an application to credit repayment behaviour
Victor Medina-Olivares, Finn Lindgren, Raffaella Calabrese, Jonathan Crook
| Year of publication: |
2023
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| Authors: | Medina-Olivares, Victor ; Lindgren, Finn ; Calabrese, Raffaella ; Crook, Jonathan N. |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 310.2023, 2 (16.10.), p. 860-873
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| Subject: | OR in banking | Bayesian joint models | Discrete time | Laplace approximation | Credit prepayment | Theorie | Theory | Bayes-Statistik | Bayesian inference | Kreditrisiko | Credit risk | Kreditgeschäft | Bank lending | Kredittilgung | Loan repayment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2023.03.012 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014340797