Benchmarking forecast approaches for mortgage credit risk for forward periods (Q2077950): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
Property / cites work
 
Property / cites work: A Bayesian approach to modeling mortgage default and prepayment / rank
 
Normal rank
Property / cites work
 
Property / cites work: Spatial contagion in mortgage defaults: a spatial dynamic survival model with time and space varying coefficients / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dynamic survival models with varying coefficients for credit risks. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multiperiod corporate default prediction -- a forward intensity approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors / rank
 
Normal rank
Property / cites work
 
Property / cites work: An empirical comparison of classification algorithms for mortgage default prediction: evidence from a distressed mortgage market / rank
 
Normal rank
Property / cites work
 
Property / cites work: Forecasting forward defaults: a simple hazard model with competing risks / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4779058 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The stability of survival model parameter estimates for predicting the probability of default: empirical evidence over the credit crisis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Spline based survival model for credit risk modeling / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mixture cure models in credit scoring: if and when borrowers default / rank
 
Normal rank
Property / cites work
 
Property / cites work: Reducing estimation risk using a Bayesian posterior distribution approach: application to stress testing mortgage loan default / rank
 
Normal rank

Revision as of 02:32, 28 July 2024

scientific article
Language Label Description Also known as
English
Benchmarking forecast approaches for mortgage credit risk for forward periods
scientific article

    Statements

    Benchmarking forecast approaches for mortgage credit risk for forward periods (English)
    0 references
    0 references
    0 references
    23 February 2022
    0 references
    OR in banking
    0 references
    forward model
    0 references
    lifecycle model
    0 references
    mortgage credit risk
    0 references
    multi-period forecasts
    0 references

    Identifiers