Credit scoring with macroeconomic variables using survival analysis

Journal of the Operational Research Society

Volumn 60, Issue 12, 2009, Pages 1699-1707

  Bellotti, T ^a   Crook, J ^b  

^a UNIVERSITY OF EDINBURGH   (United Kingdom)

^b NONE

Author keywords

Credit scoring; Macroeconomic variables; Risk; banking; Survival analysis; Time varying covariates

Indexed keywords

BIOINFORMATICS; REGRESSION ANALYSIS;

COVARIATES; CREDIT SCORING; LARGE DATASETS; LOGISTIC REGRESSION MODELS; MACROECONOMIC VARIABLES; PROBABILITY OF DEFAULTS; SURVIVAL ANALYSIS; UNEMPLOYMENT RATES;

RISK ASSESSMENT;

EID: 70350291569     PISSN: 01605682     EISSN: 14769360     Source Type: Journal    
DOI: 10.1057/jors.2008.130     Document Type: Article

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