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Analysis of defaulters' behaviour using the Poisson-mixture approach - MaRDI portal

Analysis of defaulters' behaviour using the Poisson-mixture approach

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Publication:5432704

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DOI10.1093/IMAMAN/DPM025zbMath1153.91522OpenAlexW3121303474MaRDI QIDQ5432704

Mohieddine Rahmouni, Dimitris Karlis

Publication date: 18 December 2007

Published in: IMA Journal of Management Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/imaman/dpm025

zbMATH Keywords

count data credit scoring finite Poisson mixture model asymmetrical information optimal interest rate personal loans

Mathematics Subject Classification ID

Related Items (1)

Financial data modeling by Poisson mixture regression

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