Credit scoring with macroeconomic variables using survival analysis
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Publication:4933653
DOI10.1057/JORS.2008.130zbMATH Open1196.91064OpenAlexW1992958333MaRDI QIDQ4933653FDOQ4933653
Authors:
Publication date: 14 October 2010
Published in: The Journal of the Operational Research Society (Search for Journal in Brave)
Full work available at URL: https://www.pure.ed.ac.uk/ws/files/8628798/Credit_scoring_with_macroeconomic_variables_v10_4_1.pdf
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Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)
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