Count data models for a credit scoring system

Journal of Empirical Finance

Volumn 3, Issue 3, 1996, Pages 303-325

  Dionne, Georges ^a   Artís, Manuel ^b   Guillén, Montserrat ^b,c  

^a UNIVERSITÉ DE MONTRÉAL   (Canada)

^b UNIVERSITY OF BARCELONA   (Spain)

^c Dept d'Econometria ^*  (Spain)

Author keywords

Credit scoring; Default probability; Hurdle count data model; Personal loans; Truncated poisson

Indexed keywords

EID: 0030240923     PISSN: 09275398     EISSN: None     Source Type: Journal    
DOI: 10.1016/0927-5398(96)00004-7     Document Type: Article

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