Prognostic personal credit risk model considering censored information

Expert Systems with Applications

Volumn 28, Issue 4, 2005, Pages 753-762

  Noh, Hyun Ju ^a   Roh, Tae Hyup ^a,b   Han, Ingoo ^a  

^a Korea Advanced Institute of Science and Technology (KAIST)   (South Korea)

^b Seoul Info Technology University   (South Korea)

Author keywords

Credit risk management; Forecasting delinquency risk; Prognostic model; Survival analysis

Indexed keywords

DATA ACQUISITION; LOGIC PROGRAMMING; PROBABILITY; ROBUSTNESS (CONTROL SYSTEMS); SOFTWARE ENGINEERING; STATISTICAL METHODS; STRATEGIC PLANNING;

CREDIT RISK MANAGEMENT; FORECASTING DELINQUENCY RISK; PROGNOSTIC MODEL; SURVIVAL ANALYSIS;

RISK MANAGEMENT;

EID: 17844372230     PISSN: 09574174     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eswa.2004.12.032     Document Type: Article

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