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

zbMATH Open1281.62226MaRDI QIDQ2864751FDOQ2864751

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)

Cited In (3)

• Identifying future defaulters: a hierarchical Bayesian method
• Title not available (Why is that?)
• Loan origination decisions using a multinomial scorecard

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