Predicting loss given default of unsecured consumer loans with time-varying survival scores
Aimin Li, Zhiyong Li, Anthony Bellotti
| Year of publication: |
2023
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|---|---|
| Authors: | Li, Aimin ; Li, Zhiyong ; Bellotti, Anthony |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 78.2023, p. 1-17
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| Subject: | Application scoring | Behavioral scoring | Expected loss | Loss Given Default | Survival analysis | Kreditrisiko | Credit risk | Kreditwürdigkeit | Credit rating | Insolvenz | Insolvency | Prognoseverfahren | Forecasting model | Verbraucherkredit | Consumer credit | Verlust | Loss | Kreditgeschäft | Bank lending | Basler Akkord | Basel Accord | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2023.101949 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014463798