Introduction to statistical methods for credit scoring

MaRDI QIDQ5503607zbMATH OpenFDO

Authors Elena Stanghellini

Publication date 15 January 2009

zbMATH Keywords

credit riskcredit scoringdiscriminant analysislogistic model

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Auctions, bargaining, bidding and selling, and other market models (91B26) Statistical methods; economic indices and measures (91B82)

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Cited in

(7)

• A class of categorization methods for credit scoring models
• Credit Scoring and Its Applications
• The Econometrics of Individual Risk
• Modelling consumer credit risk
• Credit analysis, bond rating forecasting, and default probability estimation
• Credit risk measurement. Statistical foundations, methods and modeling.
• Preface to the papers on `credit risk modelling'

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