23 citations · 80 across the 7 of their papers we have counts for
Showing 2013Show all
2 papers · 1 filter
stat.ME2013★ 17 cited
The Whetstone and the Alum Block: Balanced Objective Bayesian Comparison of Nested Models for Discrete Data
Guido Consonni, Jonathan J. Forster, Luca La Rocca
When two nested models are compared, using a Bayes factor, from an objective standpoint, two seemingly conflicting issues emerge at the time of choosing parameter priors under the…
stat.AP2013★ 4 cited
Modelling time and vintage variability in retail credit portfolios: the decomposition approach
Jonathan J. Forster, Agus Sudjianto
In this paper, we consider the problem of modelling historical data on retail credit portfolio performance, with a view to forecasting future performance, and facilitating strategi…