Pages that link to "Item:Q320972"
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The following pages link to The stability of survival model parameter estimates for predicting the probability of default: empirical evidence over the credit crisis (Q320972):
Displaying 9 items.
- Default probability estimation via pair copula constructions (Q320930) (← links)
- Incorporating heterogeneity and macroeconomic variables into multi-state delinquency models for credit cards (Q724162) (← links)
- Predicting online invitation responses with a competing risk model using privacy-friendly social event data (Q1651729) (← links)
- Dynamic survival models with varying coefficients for credit risks. (Q1711479) (← links)
- Spatial contagion in mortgage defaults: a spatial dynamic survival model with time and space varying coefficients (Q2023957) (← links)
- Benchmarking forecast approaches for mortgage credit risk for forward periods (Q2077950) (← links)
- A zero-inflated non default rate regression model for credit scoring data (Q5160233) (← links)
- Joint models for longitudinal and discrete survival data in credit scoring (Q6167389) (← links)
- Joint models of multivariate longitudinal outcomes and discrete survival data with INLA: an application to credit repayment behaviour (Q6168507) (← links)
