Skip to main navigation
Skip to search
Skip to main content
University of Nottingham Ningbo China Home
Home
Profiles
Research units
Research output
Projects
Prizes
Activities
Press/Media
Impacts
Student theses
Search by expertise, name or affiliation
Time varying and dynamic models for default risk in consumer loans
Jonathan Crook,
Tony Bellotti
Research output
:
Journal Publication
›
Article
›
peer-review
46
Citations (Scopus)
Overview
Fingerprint
Fingerprint
Dive into the research topics of 'Time varying and dynamic models for default risk in consumer loans'. Together they form a unique fingerprint.
Sort by
Weight
Alphabetically
Mathematics
Default Risk
97%
Dynamic Model
58%
Factor Models
20%
Form
3%
Inclusion
6%
Kalman Filter
9%
Latent Variables
8%
Macroeconomics
10%
Markov chain
6%
Mixed Model
8%
Model
18%
Reduced Model
10%
Review
5%
Stochastic Intensity
12%
Survival Model
9%
Time-varying
53%
Time-varying Covariates
11%
Business & Economics
Consumer Loan
80%
Default Risk
58%
Inclusion
7%
Kalman Filter
10%
Latent Variables
10%
Macroeconomic Variables
9%
Markov Chain
10%
Panel Model
11%
Reduced-form Model
12%
Survival Model
12%
Time-varying
49%
Time-varying Covariates
14%
Social Sciences
default risks
100%
inclusion
3%
loan
54%
macroeconomics
5%
time
19%