Assessment of mortgage default risk via Bayesian reliability models
From MaRDI portal
Publication:3103154
DOI10.1002/asmb.849zbMath1226.91081OpenAlexW4230300066MaRDI QIDQ3103154
Publication date: 26 November 2011
Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/asmb.849
Related Items (4)
Importance of Components for a System ⋮ Assessment of mortgage default risk via Bayesian state space models ⋮ A Bayesian approach to modeling mortgage default and prepayment ⋮ Testing if a mixture is from a given location–scale family
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Information measures for generalized gamma family
- Bayesian forecasting of prepayment rates for individual pools of mortgages
- Reversal of Increasing Failure Rates When Pooling Failure Data
- BAYESIAN ANALYSIS OF FINITE MIXTURES OF WEIBULL DISTRIBUTIONS
- Bayesian Measures of Model Complexity and Fit
- Discrete bathtub failure rate and upside-down bathtub mean residual life
- Bayes Factors
- A Generalization of the Gamma Distribution
- A nonlinear autoregressive conditional duration model with applications to financial transaction data
- Deviance information criteria for missing data models
This page was built for publication: Assessment of mortgage default risk via Bayesian reliability models