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題名:以樣本配對觀點探討國內壽險業抵押貸款違約風險之實證分析
書刊名:保險專刊
作者:周百隆 引用關係姚振華林文琴
作者(外文):Chou, Pai-lungYao, Chen-huaLin, Wen-ching
出版日期:2007
卷期:23:2
頁次:頁115-128
主題關鍵詞:抵押貸款樣本配對邏輯斯迴歸分析倒傳遞類神經網路多層函數連結網路Mortgage loansSample pairwiseLogistic regression analysisBack propagation neural networkMultilayer functional link network
原始連結:連回原系統網址new window
相關次數:
  • 被引用次數被引用次數:期刊(1) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:1
  • 共同引用共同引用:0
  • 點閱點閱:1
期刊論文
1.Gardner, Mona J.、Mills, Dixie L.(1989)。Evaluating the Likelihood of Default on Delinquent Loans。Financial Management,18(4),55-63。  new window
2.Lawrence, Edward C.、Smith, L. Douglas、Rhoades, Malcolm(1992)。An Analysis of Default Risk in Mobile Home Credit。Journal of Banking & Finance,16(2),299-312。  new window
3.Blum, M.(1974)。Failing Company Discriminate Analysis。Journal of Accounting Research,12(1),1-25。  new window
4.Lawrence, Edward C.、Arshadi, Nasser(1995)。A Multinomial Logit Analysis of Problem Loan Resolution Choices in Banking。Journal of Money, Credit, and Banking,27(1),202-216。  new window
5.Altman, E. I.(1968)。Financial Rations, Discriminate Analysis and the Prediction of Corporate Bankruptcy。Journal of Finance,23(4),589-609。  new window
6.Deakin, E. B.(1972)。A Discriminant Analysis of Predictors of Failure。Journal of Accounting Research,9,167-179。  new window
7.von Furstenberg, George M.、Green, R. Jeffery(1974)。Home Mortgage Delinquencies: A Cohort Analysis。Journal of Finance,29(5),1545-1548。  new window
8.Beaver, William H.(1996)。Financial Ratios as Predictors of Failure。Journal of Accounting Research: Empirical Research in Accounting Selected Studies,4(3),71-111。  new window
9.Anderson, D. R.、Weinrobe, M.(1986)。Mortgage Default Risks and the 1971 San Fernando Earthquake。AREUEA Journal,14(1),100-135。  new window
10.Berkovec, J. A.、Canner, G. B.、Gabriel, S. A.、Hannan, T. H.(1994)。Race, Redlining, and Residential Mortgage Loan Performance。Journal of Real Estate Finance and Economics,9(3),263-294。  new window
11.Von Furstenberg, G. M.(1970)。Risk Structures and the Distribution of Benefits within the FHA Home Mortgage Insurance Program。Journal of Money, Credit and Banking,303-322。  new window
12.Williams, A.、Beranek, O. W.、Kenkel, J.(1974)。Default Risk in Urban Mortgages: A Pittsburgh Prototype Analysis。American Real Estate and Urban Economics Association Journal,2,101-112。  new window
13.Zorn, Peter M.、Lea, Michael J.(1989)。Mortgage Borrower Repayment Behavior: A Microeconomic Analysis with Canadian Adjustable Rate Mortgage Data。AREUEA Journal,17(1),118-136。  new window
14.李馨蘋(20001000)。住宅抵押貸款違約風險之探討。中華管理評論,3(3),111-126。  延伸查詢new window
15.Odom, M. D.、Sharda, R.(1990)。A Neural Networks Model for Bankruptcy Prediction。IEEE INNS International Joint Conference on Neural Network,2,163-168。  new window
16.Zhang, Guo-Qiang、Hu, Michael Y.、Patuwo, B. Eddy、Indro, Daniel C.(1999)。Artificial Neural Networks in Bankruptcy Prediction: General Framework and Cross-validation Analysis。European Journal of Operational Research,116(1),16-32。  new window
17.Canner, G. B.、Gabriel, S. A.、Wooley, J. M.(1991)。Race, Default Risk and Mortgage Lending: A Study of the FHA and Conventional Loan Markets。Southern Economic Journal,58(1),249-262。  new window
18.Epley, Donald R.、Liano, Kartono、Haney, Richard(1996)。Borrower Risk Signaling Using Loan-to-value Ratios。Journal of Real Estate Research,11(1),71-86。  new window
19.Jung, A. F.(1962)。Terms of Conventional Mortgage Loans on Existing Houses。Journal of Finance,17,432-443。  new window
20.Von Furstenberg, G. M.(1969)。Default Risk on FHA-insured Home Mortgages as a Function of the Terms of Financing: A Quantitative Analysis。Journal of Finance,24,459-477。  new window
21.Page, A. N.(1964)。The Variation of Mortgage Interest Rates。The Journal of Business,37,280-294。  new window
22.Vandell, K. D.、Thibodeau, T.(1985)。Estimation of Mortgage Defaults Using Disaggregate Loan History Data。AREUEA Journal,15(3),292-317。  new window
23.Vandell, K. D.(1978)。Default Risk under Alternative Mortgage Instruments。Journal of Finance,33(5),1279-1296。  new window
學位論文
1.林銘琇(1992)。財務危機預警模型之實證研究--以臺灣地區上市公司為例(碩士論文)。淡江大學。  延伸查詢new window
2.徐淑芳(1999)。台灣上市公司財務危機預警--應用多變量CUSUM時間序列分析(碩士論文)。國立東華大學。  延伸查詢new window
3.林明宏(2003)。壽險保單早期失效之預測--類神經網路之應用(碩士論文)。朝陽科技大學。  延伸查詢new window
4.郭瓊宜(1994)。類神經網路在財務危機預警模式之應用(碩士論文)。淡江大學。  延伸查詢new window
圖書
1.葉怡成(2004)。應用類神經網路。臺北市:儒林圖書。  延伸查詢new window
2.吳明隆、涂金堂(2005)。SPSS與統計應用分析實務。五南圖書出版股份有限公司。  延伸查詢new window
3.葉怡成(2006)。類神經網路模式應用與實作。臺北市:儒林。  延伸查詢new window
其他
1.消費貸款及建築貸款餘額,http://www.cbc.gov.tw/economic/statistics/consiimer.pdf。  延伸查詢new window
 
 
 
 
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