Introduction to statistical methods for credit scoring

MaRDI QIDQ5503607zbMATH OpenFDO

Authors Elena Stanghellini

Publication date 15 January 2009

zbMATH Keywords

credit scoringdiscriminant analysislogistic modelcredit risk

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; economic indices and measures (91B82) Auctions, bargaining, bidding and selling, and other market models (91B26) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02)

Recommendations

• Credit Scoring and Its Applications
• What is at stake in the construction and use of credit scores?
• Credit scoring and its applications.
• Statistical challenges in credit card issuing
• scientific article; zbMATH DE number 2174538

Cited in

(7)

• The Econometrics of Individual Risk
• Credit analysis, bond rating forecasting, and default probability estimation
• Credit Scoring and Its Applications
• Credit risk measurement. Statistical foundations, methods and modeling.
• A class of categorization methods for credit scoring models
• Modelling consumer credit risk
• Preface to the papers on `credit risk modelling'

This page was built for publication: Introduction to statistical methods for credit scoring

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5503607)