36 citations · 37 across the 2 of their papers we have counts for
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stat.AP2017
A Bayesian approach to modeling mortgage default and prepayment
Arnab Bhattacharya, Simon P. Wilson, Refik Soyer
In this paper we present a Bayesian competing risk proportional hazards model to describe mortgage defaults and prepayments. We develop Bayesian inference for the model using Marko…
stat.AP2010★ 36 cited
Bayesian inference for double Pareto lognormal queues
Pepa Ramirez-Cobo, Rosa E. Lillo, Simon Wilson +1
In this article we describe a method for carrying out Bayesian estimation for the double Pareto lognormal (dPlN) distribution which has been proposed as a model for heavy-tailed ph…