Hurdle models of loan default

DOI10.1057/PALGRAVE.JORS.2601922MaRDI QIDQ5694072zbMATH OpenOpenAlexFDO

Authors Peter G. Moffatt

Publication date 29 September 2005

Published in The Journal of the Operational Research Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1057/palgrave.jors.2601922

zbMATH Keywords

credit scoringdouble hurdle modelloan default

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50)

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Cited in

(2)

• A robust version of the hurdle model
• scientific article; zbMATH DE number 6006754 (Why is no real title available?)

Describes a project that uses

Uses Software

• Stata

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