Modelling consumer credit risk via survival analysis (Q3645285)
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scientific article; zbMATH DE number 5633888
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| default for all languages | No label defined |
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| English | Modelling consumer credit risk via survival analysis |
scientific article; zbMATH DE number 5633888 |
Statements
16 November 2009
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probability of default
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Basel II
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nonparametric regression
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conditional survival function
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generalized product-limit estimator
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0.8274468183517456
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0.8226131796836853
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0.8185170888900757
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0.8174228072166443
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0.8157699704170227
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