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Wilhelmsen et al., 2009 - Google Patents

Bayesian modelling of credit risk using integrated nested laplace approximations

Wilhelmsen et al., 2009

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Document ID
8908921401838656083
Author
Wilhelmsen M
Dimakos X
Husebø T
Fiskaaen M
Publication year
Publication venue
NR publication

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Snippet

We apply the method of Integrated Nested Laplace Approximation (INLA) to Bayesian modeling of credit risk. INLA was developed by Rue et al.(2009) for inference in the class of latent Gaussian models. This is a wide class of models that includes spatial and spatio …
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