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題名:Monitoring the Risk of Mortgage Loans Dynamically with Survival Analysis
書刊名:財務金融學刊
作者:葉玫惠李存修
作者(外文):Yeh, Clover M.Lee, Tsun-siou
出版日期:2014
卷期:22:4
頁次:頁55-76
主題關鍵詞:存活分析房貸存活表危險比例模型信用評分系統Survival analysisMortgage loanSurvival tableProportional hazards modelCredit scoring system
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:13
期刊論文
1.Noh, Hyun J.、Roh, Tae H.、Han, Ingoo(2005)。Prognostic personal credit risk model considering censored information。Expert Systems with Applications,28,753-762。  new window
2.Hand, David J.(2001)。Modelling consumer credit risk。Journal of Management Mathematics,12,139-155。  new window
3.Limsombunchai, Visit、Gan, Christopher、Lee, Minsoo(2005)。An analysis of credit scoring for agricultural loans in Thailand。American Journal of Applied Sciences,2,1198-1205。  new window
4.Malhotra, Rashmi、Malhotra, Davinder K.(2003)。Evaluating consumer loans using neural networks。International Journal of Management Science,31(83),96。  new window
5.Stepanova, Maria、Thomas, Lyn C.(2001)。PHAB scores: Proportional hazards analysis behavioural scores。Journal of the Operational Research Society,52,1007-1016。  new window
6.Yeh, Clover M.、Chang, Ching-Yi、Liao, Hsien-Hsing、Jou, David G.(2007)。Credit analysis of credit card holders - The application of survival model。Review of Financial Risk Management,3,1-30。  new window
7.Thomas, L. C.、Banasik, J.、Crook, J. N.(1999)。Not if but When will Borrowers Default。Journal of the Operational Research Society,50(12),1185-1190。  new window
8.Malhotra, Rashmi、Malhotra, Davinder K.(2002)。Differentiating between good credits and bad credits using neuro-fuzzy systems。European Journal of Operational Research,136(1),190-211。  new window
9.Hayhoe, Celia R.、Leach, Lauren J.、Turner, Pamela R.(1999)。Discriminating the number of credit cards held by college students using credit and money attitudes。Journal of Economic Psychology,20,643-656。  new window
10.Cox, D. R.(1972)。Regression models and life-tables (with discussion)。Journal of the Royal Statistical Society, Series B: Methodological,34,187-220。  new window
圖書
1.Thomas, Lyn C.、Edelman, David B.、Crook, Jonathan N.(2002)。Credit Scoring and Its Application。Philadelphia, PA:Society for Industrial and Applied Mathematics。  new window
圖書論文
1.Narain, Burt(1992)。Survival analysis and credit granting decision。Credit Scoring and Credit Control。Oxford University Press。  new window
 
 
 
 
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