Interest rates and default in unsecured loan markets
From MaRDI portal
Publication:5400663
DOI10.1080/14697688.2012.738932zbMath1282.91384MaRDI QIDQ5400663
Jaime Orrillo, Edna Souza Lima, Jose Angelo Divino
Publication date: 4 March 2014
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697688.2012.738932
91G70: Statistical methods; risk measures
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Cites Work
- Customer attrition analysis for financial services using proportional hazard models
- Not if but when will borrowers default
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- Partial likelihood
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