首页> 外文会议>Advances in key engineering materials >Application of Fractional Model and Two Part Model to Evaluation on Mortgage Risk of Default Behaviour
【24h】

Application of Fractional Model and Two Part Model to Evaluation on Mortgage Risk of Default Behaviour

机译:分数模型和两部分模型在违约行为抵押风险评估中的应用

获取原文
获取原文并翻译 | 示例

摘要

This paper has debated between fractional and two part models in the context of default behaviour, applications where a large proportion of zero observations are typically found. The predictive capacity in this paper is to provider the direction of consideration and very good fit result to the behaviour of default for bank. From the perspective of practitioners, it could point of view the characteristics of borrowers of each variable would seem to be choosing in this paper. This paper also provides the simply looking at the extent to which policy decision of bank conclusions would differ depending upon the characteristics of customers' behaviour consideration.
机译:本文在默认行为的情况下,在分数模型和两部分模型之间进行了辩论,这些应用通常会发现大部分零观测值。本文的预测能力是为了提供考虑的方向,并非常适合银行违约行为。从从业者的角度来看,可以从本文的角度来选择每个变量的借款人的特征。本文还简单地研究了银行结论的政策决定在多大程度上取决于客户行为考虑因素的不同。

著录项

相似文献

  • 外文文献
  • 中文文献
  • 专利
获取原文

客服邮箱:kefu@zhangqiaokeyan.com

京公网安备:11010802029741号 ICP备案号:京ICP备15016152号-6 六维联合信息科技 (北京) 有限公司©版权所有
  • 客服微信

  • 服务号