Credit scoring models using hierarchical Bayes model: an application to inter-bank consortium mortgage data

MaRDI QIDQ2864751zbMATH OpenFDO

Authors Hiroshi Okumura, Kazuhiko Kakamu

Publication date 26 November 2013

Published in Journal of the Japan Statistical Society (Search for Journal in Brave)

Full work available at URL http://www.terrapub.co.jp/journals/jjssj/abstract/4201/42010025.html

Mathematics Subject Classification ID

Bayesian inference (62F15) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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