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Vana, Laura - 2018

Persistent link: https://www.econbiz.de/10011982707

Formalization and study of statistical problems in credit scoring : reject inference, discretization and pairwise interactions, logistic regression trees

Ehrhardt, Adrien - 2019

Persistent link: https://www.econbiz.de/10012110888

Nonlinear relationships in a logistic model of default for a high-default installment portfolio

Lohmann, Christian; Ohliger, Thorsten - In: The journal of credit risk : published quarterly by … 14 (2018) 1, pp. 45-68

Persistent link: https://www.econbiz.de/10011885465

Grabit : gradient tree-boosted Tobit models for default prediction

Sigrist, Fabio; Hirnschall, Christoph - In: Journal of banking & finance 102 (2019), pp. 177-192

Persistent link: https://www.econbiz.de/10012162742

Multivariate ordinal models in credit risk : three essays

Hirk, Rainer - 2020

Persistent link: https://www.econbiz.de/10012196082

Research on personal credit assessment based on neural network-logistic regression combination model

Huo, Yajuan; Chen, Huazhou; Chen, Jiechao - In: Inventi impact: supply chain & logistics (2017) 3, pp. 154-162

Persistent link: https://www.econbiz.de/10011754192

Connecting rating migration matrices and the business cycle by means of generalized regression models

Pfeuffer, Marius; Fischer, Matthias - In: Essays on the measurement of credit risk, (pp. 75-90). 2017

Persistent link: https://www.econbiz.de/10011901177

Robuste Ratingverfahren : Zur Steigerung der Prognosequalität quantitativer Ratingverfahren

Oelerich, Andreas - 2005

1. Einleitung -- 1.1 Motivation und Ziele -- 1.2 Gang der Arbeit -- 2 Grundlagen finanzwirtschaftlicher Ratings -- 2.1 Einleitung -- 2.2 Definition eines Ratings -- 2.3 Anwendungsgebiete von Ratings -- 2.4 Funktionen des Ratings -- 3 Ratings in der Kreditwirtschaft -- 3.1 Einleitung -- 3.2...

Persistent link: https://www.econbiz.de/10014018947

A bankruptcy probability model for assessing credit risk on corporate loans with automated variable selection

Hjelseth, Ida Nervik; Raknerud, Arvid; Vatne, Bjørn Helge - 2022

We propose an econometric model for predicting the share of bank debt held by bankrupt firms by combining a novel set of firm-level financial variables and macroeconomic indicators. Our firm-level data include payment remarks in the form of debt collections from private agencies and attachments...

Persistent link: https://www.econbiz.de/10013337991

A corporate credit rating model with autoregressive errors

Hirk, Rainer; Vana, Laura; Hornik, Kurt - In: Journal of empirical finance 69 (2022), pp. 224-240

Persistent link: https://www.econbiz.de/10013478530