Assessment of mortgage default risk via Bayesian reliability models (Q3103154)
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scientific article; zbMATH DE number 5981194
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| 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)
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26 November 2011
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default rate
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mixture models
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generalized gamma model
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nonmonotone failure rates
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early payment defaults
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0.8506433367729187
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0.7494304180145264
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0.7471251487731934
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0.743608832359314
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0.736213207244873
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