Hurdle models of loan default

Journal of the Operational Research Society

Volumn 56, Issue 9, 2005, Pages 1063-1071

  Moffatt, P G ^a,b  

^a UNIVERSITY OF EAST ANGLIA   (United Kingdom)

^b UNIVERSITY OF EAST ANGLIA   (United Kingdom)

Author keywords

Credit scoring; Double hurdle model; Loan default

Indexed keywords

FINANCE; MATHEMATICAL MODELS; MAXIMUM LIKELIHOOD ESTIMATION; PROBABILITY;

BOX-COX TRANSFORMATION; CREDIT SCORING; DOUBLE HURDLE MODEL; LOAN DEFAULT;

OPERATIONS RESEARCH;

EID: 24144444137     PISSN: 01605682     EISSN: None     Source Type: Journal    
DOI: 10.1057/palgrave.jors.2601922     Document Type: Article

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