A non-default rate regression model for credit scoring

DOI10.1002/ASMB.2112MaRDI QIDQ4620133zbMATH OpenOpenAlexFDO

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

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)

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(7)

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• Mixture additive hazards cure model with latent variables: application to corporate default data
• Behavioral technology credit scoring model with time-dependent covariates for stress test
• scientific article; zbMATH DE number 2221033 (Why is no real title available?)

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