A non‐default rate regression model for credit scoring

DOI10.1002/asmb.2112zbMath1411.62292OpenAlexW1571918196MaRDI QIDQ4620133

Francisco Louzada, Gladys D. C. Barriga, Vicente G. Cancho

Publication date: 8 February 2019

Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/asmb.2112

zbMATH Keywords

geometric distributionlifetime datainverse Weibull distributionnon-default fraction models

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) General nonlinear regression (62J02) Reliability and life testing (62N05)

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