Time to Default in Credit Scoring Using Survival Analysis
Credit risk assesment has been dominated by logistic and probit regression techniques. As the use of credit scoring has expanded over the past 20 years, concerns have been raised about whether its use may unfairly affect minorities. The aim of this paper is to investigate the behavioral of gender va...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Editura ASE
2017-12-01
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| Series: | Management and Economics Review |
| Subjects: | |
| Online Access: | http://mer.ase.ro/files/2017-2/6.pdf |