Assessment of mortgage default risk via Bayesian state space models (Q386733)
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scientific article; zbMATH DE number 6237183
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| default for all languages | No label defined |
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| English | Assessment of mortgage default risk via Bayesian state space models |
scientific article; zbMATH DE number 6237183 |
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Assessment of mortgage default risk via Bayesian state space models (English)
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10 December 2013
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Bayesian inference
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dynamic Poisson processes
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0.7478996515274048
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0.7471251487731934
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0.7194128632545471
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0.7180935740470886
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0.7166973948478699
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