Financial survival analysis of defaulted debtors

DOI10.1057/PALGRAVE.JORS.2602038MaRDI QIDQ3418846zbMATH OpenOpenAlexFDO

Authors L. N. Allen, L. C. Rose

Publication date 26 January 2007

Published in The Journal of the Operational Research Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1057/palgrave.jors.2602038

zbMATH Keywords

consumer debtcourt-administered repayment planCox proportional hazards regressionNew Zealandpersonal bankruptcysurvival analysis

Mathematics Subject Classification ID

Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

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Cited in

(8)

• Predicting repayment of the credit card debt
• Default and aggregate income
• Probability of default estimation in credit risk using a nonparametric approach
• Nonparametric estimation of the conditional survival function with double smoothing
• Nonparametric estimation of the probability of default with double smoothing
• Factors affecting the survival and solvency of small industrial businesses in Egypt
• Probability of default estimation in credit risk using mixture cure models
• Nonparametric conditional survival function estimation and plug-in bandwidth selection with multiple covariates

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