On loss distributions from installment-repaid loans

Lifetime Data Analysis

Volumn 11, Issue 4, 2005, Pages 545-564

  Crowder, Martin ^a   Hand, David J ^a  

^a IMPERIAL COLLEGE LONDON   (United Kingdom)

Author keywords

Credit risk; Default time; Discrete time survival; Installment repayments; Loan lifetime; Loss distributions; Portfolio risk; Repayment failure time

Indexed keywords

ARTICLE; COMMERCIAL PHENOMENA; ECONOMICS; FINANCIAL MANAGEMENT; INDUSTRY; PROBABILITY; RISK ASSESSMENT; STATISTICAL MODEL; STATISTICS; UNITED KINGDOM; UNITED STATES;

COMMERCE; ENGLAND; FINANCIAL MANAGEMENT; INDUSTRY; MODELS, STATISTICAL; PROBABILITY; RISK ASSESSMENT; STOCHASTIC PROCESSES; UNITED STATES;

EID: 27844438507     PISSN: 13807870     EISSN: None     Source Type: Journal    
DOI: 10.1007/s10985-005-5239-6     Document Type: Article

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