Application of Fractional Model and Two Part Model to Evaluation on Mortgage Risk of Default Behaviour
This paper has debated between fractional and two part models in the context of default behaviour, applications where a large proportion of zero observations are typically found. The predictive capacity in this paper is to provider the direction of consideration and very good fit result to the behaviour of default for bank. From the perspective of practitioners, it could point of view the characteristics of borrowers of each variable would seem to be choosing in this paper. This paper also provides the simply looking at the extent to which policy decision of bank conclusions would differ depending upon the characteristics of customers behaviour consideration.
Two Part Model Mortgage Risk Default Behaviour
Yueh Cheng Cheng-Chung Wu Wen-Hsiang Lin
Department of Business Administration Chihlee Institute of Technology Graduate School of Management National Kaohsiung First University of Science and Technology Department of Accounting I-Shou University
国际会议
the 2011 International Conference on Key Engineering Materials(ICKEM 2011)(2011关键工程材料国际会议)
三亚
英文
503-507
2011-03-25（万方平台首次上网日期，不代表论文的发表时间）