A Bayesian approach to modeling mortgage default and prepayment
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Publication:1755411
DOI10.1016/j.ejor.2018.10.047zbMath1431.91409arXiv1706.07677OpenAlexW2963854496WikidataQ129009730 ScholiaQ129009730MaRDI QIDQ1755411
Simon P. Wilson, Refik Soyer, Arnab Bhattacharya
Publication date: 9 January 2019
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1706.07677
Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian inference (62F15) Credit risk (91G40)
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Uses Software
Cites Work
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- Bayesian Analysis of Proportional Hazards Models Built from Monotone Functions
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