Assessment of mortgage default risk via Bayesian reliability models (Q3103154)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Assessment of mortgage default risk via Bayesian reliability models |
scientific article; zbMATH DE number 5981194
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Assessment of mortgage default risk via Bayesian reliability models |
scientific article; zbMATH DE number 5981194 |
Statements
Assessment of mortgage default risk via Bayesian reliability models (English)
0 references
26 November 2011
0 references
default rate
0 references
mixture models
0 references
generalized gamma model
0 references
nonmonotone failure rates
0 references
early payment defaults
0 references
0 references
0.8506433367729187
0 references
0.7494304180145264
0 references
0.7471251487731934
0 references
0.743608832359314
0 references
0.736213207244873
0 references
