Modelling the credit risk for portfolios of consumer loans: Analogies with corporate loan models
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Publication:1025335
DOI10.1016/j.matcom.2008.12.006zbMath1162.91438OpenAlexW2065822953MaRDI QIDQ1025335
Publication date: 18 June 2009
Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.matcom.2008.12.006
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Cites Work
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- Structural models in consumer credit
- Not if but when will borrowers default
- Behavioural models of credit card usage
- Survival Analysis Methods for Personal Loan Data
- PHAB scores: proportional hazards analysis behavioural scores
- Bankruptcy Prediction with Industry Effects
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