A Bivariate Model for Correlated and Mixed Outcomes: A Case Study on the Simultaneous Prediction of Credit Risk and Profitability of Peer-to-Peer (P2P) Loans

In the peer-to-peer (P2P) lending market, current studies focus on two categories of approaches to evaluate the loans, thus providing investment suggestions to the investors: credit scoring (i.e., predicting the credit risk) and profit scoring (i.e., predicting the profitability). However, relying o...

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Bibliographic Details

Published in:	Risks
Main Authors:	Yan Wang, Xuelei Sherry Ni, Huan Ni, Sanad Biswas
Format:	Article
Language:	English
Published:	MDPI AG 2025-02-01
Subjects:	loan evaluation peer-to-peer lending P2P lending credit scoring profit scoring bivariate model
Online Access:	https://www.mdpi.com/2227-9091/13/2/33