Nonlinear relationships in a logistic model of default for a high-default installment portfolio
Christian Lohmann and Thorsten Ohliger
| Year of publication: |
March 2018
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|---|---|
| Authors: | Lohmann, Christian ; Ohliger, Thorsten |
| Published in: |
The journal of credit risk : published quarterly by Incisive Media. - London : Infopro Digital, ISSN 1744-6619, ZDB-ID 2170422-3. - Vol. 14.2018, 1, p. 45-68
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| Subject: | consumer credit scoring | gernalized additive model (GAM) | nonlinear relationships | probability of default | total cost of misclassification | Kreditrisiko | Credit risk | Theorie | Theory | Verbraucherkredit | Consumer credit | Kreditwürdigkeit | Credit rating | Nichtlineare Regression | Nonlinear regression | Schätzung | Estimation | Insolvenz | Insolvency | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JCR.2017.232 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011885465