Predicting absolute risk of mortgage prepayment using proportional hazards and machine learning competing risks models in structured finance

Details

Database :

OAIster

Journal :

Master thesis; Degree granted by Tilburg University. TISEM. Econometrics and Operations Research; Supervisor(s): A.M.B. De Waegenaere; 79 + appendices p.

Notes :

Master thesis; Degree granted by Tilburg University. TISEM. Econometrics and Operations Research; Supervisor(s): A.M.B. De Waegenaere; 79 + appendices p., English

Publication Type :

Electronic Resource

Accession number :

edsoai.on1455253402

Document Type :

Electronic Resource