Introduction to statistical methods for credit scoring

zbMATH Open1173.91009MaRDI QIDQ5503607FDOQ5503607

Authors: Elena Stanghellini 

Publication date: 15 January 2009

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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)

Cited In (6)

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

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