Time to default analysis in personal credit scoring

Ewa Wycinka

Abstract

n/a
Author Ewa Wycinka (FM / DS)
Ewa Wycinka,,
- Department of Statistics
Journal seriesPrace Naukowe Uniwersytetu Ekonomicznego we Wrocławiu, ISSN 1899-3192, e-ISSN 2392-0041, [0324-8445], (B 10 pkt)
Issue year2015
No381
Pages527-536
Keywords in Polishmodelowanie ryzyka kredytowego, analiza przeżycia (analiza historii zdarzeń), czas do zaprzestania spłat kredytu
Keywords in Englishcredit scoring, survival analysis, Kaplan - Meier estimator
DOIDOI:10.15611/pn.2015.381.38
URL http://www.dbc.wroc.pl/dlibra/doccontent?id=29476
Languageen angielski
LicenseOther; published final; Uznanie Autorstwa - Użycie Niekomercyjne - Bez utworów zależnych (CC-BY-NC-ND); with publication
Score (nominal)10
ScoreMinisterial score = 10.0, 24-07-2019, ArticleFromJournal
Ministerial score (2013-2016) = 10.0, 24-07-2019, ArticleFromJournal
Citation count*8 (2020-05-13)
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