Incorporating lifecycle and environment in loan-level forecasts and stress tests (Q323577): Difference between revisions

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@@ Property / Mathematics Subject Classification ID: 91G70 / rank @@
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@@ Property / Mathematics Subject Classification ID: 91B84 / rank @@
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@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
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+6636577
@@ Property / zbMATH DE Number: 6636577 / rank @@
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+forecasting
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+risk
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@@ Property / zbMATH Keywords @@
+banking
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@@ Property / zbMATH Keywords @@
+time series
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@@ Property / zbMATH Keywords @@
+age-period-cohort models
@@ Property / zbMATH Keywords: age-period-cohort models / rank @@
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+https://doi.org/10.1016/j.ejor.2016.06.008
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+The Two-Way Proportional Hazards Model
@@ Property / cites work: The Two-Way Proportional Hazards Model / rank @@
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+Q4951798
@@ Property / cites work: Q4951798 / rank @@
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@@ Property / cites work @@
+Modeling survival data: extending the Cox model
@@ Property / cites work: Modeling survival data: extending the Cox model / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:323577