Analysis of defaulters' behaviour using the Poisson-mixture approach

DOI10.1093/IMAMAN/DPM025MaRDI QIDQ5432704zbMATH OpenOpenAlexFDO

Authors Dimitris Karlis, Mohieddine Rahmouni

Publication date 18 December 2007

Published in IMA Journal of Management Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/imaman/dpm025

zbMATH Keywords

asymmetrical informationcount datacredit scoringfinite Poisson mixture modeloptimal interest ratepersonal loans

Mathematics Subject Classification ID

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