A logistic regression model for consumer default risk

DOI10.1080/02664763.2020.1759030OpenAlexW3023976197MaRDI QIDQ5861453

Susana Faria, Eliana Costa e Silva, Isabel Cristina Lopes, Aldina Correia

Publication date: 1 March 2022

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2020.1759030

zbMATH Keywords

default riskcredit scoringapplications to actuarial sciences and financial mathematicsgeneralized linear models logistic regression

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

Related Items (2)

Default risk prediction and feature extraction using a penalized deep neural network ⋮ Editorial to special issue V WCDANM 2018

Cites Work

• Recent developments in consumer credit risk assessment
• An Introduction to Categorical Data Analysis
• Identification of multiple influential observations in logistic regression
• Identification of multiple high leverage points in logistic regression
• Default probabilities in a corporate bank portfolio: a logistic model approach.

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