Predicting loss given default of unsecured consumer loans with time-varying survival scores
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 | Verbraucherkredit | Consumer credit | Prognoseverfahren | Forecasting model | Insolvenz | Insolvency | Theorie | Theory | Verlust | Loss | Basler Akkord | Basel Accord | Statistische Bestandsanalyse | Duration analysis |
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