Behaviour-based short-term invoice probability of default evaluation

DOI10.1016/j.ejor.2016.08.039zbMath1395.91480OpenAlexW2509274698MaRDI QIDQ1752908

Igor Perko

Publication date: 24 May 2018

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2016.08.039

zbMATH Keywords

credit riskbehavioural analyticsdata sharingprobability of defaultstrategic default

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Production theory, theory of the firm (91B38) Credit risk (91G40)

Uses Software

• Orange

Cites Work

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