Spatial dependence in credit risk and its improvement in credit scoring
DOI10.1016/J.EJOR.2015.07.013zbMATH Open1346.91249OpenAlexW972495054MaRDI QIDQ320986FDOQ320986
Authors: Guilherme Barreto Fernandes, Rinaldo Artes 
Publication date: 7 October 2016
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2015.07.013
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Directional data; spatial statistics (62H11) Applications of statistics to actuarial sciences and financial mathematics (62P05) Credit risk (91G40)
Cites Work
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- Simulation-Extrapolation Estimation in Parametric Measurement Error Models
- Credit Scoring and Its Applications
- Quantitative Methods in Credit Management: A Survey
- Covariate measurement error in logistic regression
- Credit contagion and aggregate losses
- An empirical comparison of kriging methods for nonlinear spatial point prediction
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Cited In (10)
- Contagion effects of UK small business failures: a spatial hierarchical autoregressive model for binary data
- Spatial dependence in small cooperative bank risk behavior and its effects on bank competitiveness and SMEs
- Robust and sparse banking network estimation
- A Spatial Cross-Sectional Credibility Model with Dependence Among Risks
- Kriging of financial term-structures
- Bank-sourced credit transition matrices: estimation and characteristics
- Credit scoring by incorporating dynamic networked information
- Detecting early warning signals of financial crisis in spatial endogenous credit model using patch-size distribution
- Fuzzy factorization machine
- Exploration of credit risk of P2P platform based on data mining technology
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