A non‐default rate regression model for credit scoring

DOI10.1002/ASMB.2112zbMATH Open1411.62292OpenAlexW1571918196MaRDI QIDQ4620133FDOQ4620133

Francisco Louzada, Gladys D. C. Barriga, Vicente G. Cancho

Publication date: 8 February 2019

Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/asmb.2112

zbMATH Keywords

geometric distributionlifetime datainverse Weibull distributionnon-default fraction models

Mathematics Subject Classification ID

General nonlinear regression (62J02) Reliability and life testing (62N05) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cited In (5)

• A zero-inflated non default rate regression model for credit scoring data
• A New Class of Cure Rate Survival Models: Properties, Inference and Applications
• Behavioral technology credit scoring model with time-dependent covariates for stress test
• Title not available (Why is that?)
• Mixture additive hazards cure model with latent variables: application to corporate default data

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