Modelling the credit risk for portfolios of consumer loans: Analogies with corporate loan models

DOI10.1016/j.matcom.2008.12.006zbMath1162.91438OpenAlexW2065822953MaRDI QIDQ1025335

Lyn C. Thomas

Publication date: 18 June 2009

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.matcom.2008.12.006

zbMATH Keywords

credit riskstructural modelsconsumer lendingreduced form models

Mathematics Subject Classification ID

Related Items (1)

Mixture cure models in credit scoring: if and when borrowers default

Cites Work

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• Structural models in consumer credit
• Not if but when will borrowers default
• Behavioural models of credit card usage
• Survival Analysis Methods for Personal Loan Data
• PHAB scores: proportional hazards analysis behavioural scores
• Bankruptcy Prediction with Industry Effects

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