Semi-Markov Credit Risk Modeling for a Portfolio of Consumer Loans in the Kenyan Banking Industry

2014 ◽  
Author(s):  
Ferdinand Okoth Othieno ◽  
Anthony Wagacha
Keyword(s):  
Credit Risk ◽  
Banking Industry ◽  
Risk Modeling ◽  
Consumer Loans ◽  
Credit Risk Modeling

scholarly journals Semi-Markovian credit risk modeling for consumer loans: Evidence from Kenya

2016 ◽  
Vol 8 (7) ◽  
pp. 93-105
Author(s):  
Anthony Wagacha ◽  
Othieno Ferdinand
Keyword(s):  
Credit Risk ◽  
Risk Modeling ◽  
Consumer Loans ◽  
Credit Risk Modeling

Credit Risk Modeling with Delayed Information

2012 ◽  
Author(s):  
Takanori Adachi ◽  
ryozo miura ◽  
Hidetoshi Nakagawa
Keyword(s):  
Credit Risk ◽  
Risk Modeling ◽  
Delayed Information ◽  
Credit Risk Modeling

Credit risk modeling on data with two timestamps in peer-to-peer lending by gradient boosting

2021 ◽  
pp. 107672
Author(s):  
Ligang Zhou ◽  
Hamido Fujita ◽  
Hao Ding ◽  
Rui Ma
Keyword(s):  
Credit Risk ◽  
Peer To Peer ◽  
Gradient Boosting ◽  
Risk Modeling ◽  
Credit Risk Modeling ◽  
Peer Lending

Credit Risk Modeling

2020 ◽  
pp. 1-5
Author(s):  
Tomasz R. Bielecki
Keyword(s):  
Credit Risk ◽  
Risk Modeling ◽  
Credit Risk Modeling

Recent Advances in Credit Risk Modeling

2009 ◽  
Author(s):  
Christian Capuano ◽  
Jorge A. Chan-Lau ◽  
Jose Giancarlo Gasha ◽  
Carlos I. Medeiros ◽  
Andre Oliveira Santos ◽  
...  
Keyword(s):  
Credit Risk ◽  
Risk Modeling ◽  
Recent Advances ◽  
Credit Risk Modeling
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