Hurdle models of loan default

DOI10.1057/palgrave.jors.2601922zbMath1095.90060OpenAlexW2008662996MaRDI QIDQ5694072

Peter G. Moffatt

Publication date: 29 September 2005

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

Full work available at URL: https://doi.org/10.1057/palgrave.jors.2601922

zbMATH Keywords

credit scoringdouble hurdle modelloan default

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50)

Related Items (1)

A robust version of the hurdle model

Uses Software

• Stata

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