Bayesian Statistics for Loan Default
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- Kazuhiko Kakamu & Haruhisa Nishino, 2019. "Bayesian Estimation of Beta-type Distribution Parameters Based on Grouped Data," Computational Economics, Springer;Society for Computational Economics, vol. 54(2), pages 625-645, August.
- Katarzyna Bijak & Lyn C Thomas, 2015. "Modelling LGD for unsecured retail loans using Bayesian methods," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 66(2), pages 342-352, February.
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Keywords
Bayesian; data analytics; loan application; prediction;All these keywords.
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