Interest rates and default in unsecured loan markets

DOI10.1080/14697688.2012.738932zbMath1282.91384OpenAlexW2062046497MaRDI QIDQ5400663

Jaime Orrillo, Edna Souza Lima, Jose Angelo Divino

Publication date: 4 March 2014

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697688.2012.738932

zbMATH Keywords

survival analysisincomplete marketsdefault probability

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70)

Related Items (1)

Some generalized interval-valued hesitant uncertain linguistic aggregation operators and their applications to multiple attribute group decision making

Cites Work

• Customer attrition analysis for financial services using proportional hazard models
• Not if but when will borrowers default
• European generic scoring models using survival analysis
• Survival Analysis Methods for Personal Loan Data
• Partial likelihood
• Debt Constrained Asset Markets
• Liquidity Constrained Markets Versus Debt Constrained Markets
• PHAB scores: proportional hazards analysis behavioural scores
• Efficiency, Equilibrium, and Asset Pricing with Risk of Default
• Credit scoring with macroeconomic variables using survival analysis
• Default and Punishment in General Equilibrium1

This page was built for publication: Interest rates and default in unsecured loan markets