Dormancy risk and expected profits of consumer loans
- 1 April 2001
- journal article
- Published by Elsevier in Journal of Banking & Finance
- Vol. 25 (4) , 717-739
- https://doi.org/10.1016/s0378-4266(00)00093-5
Abstract
No abstract availableKeywords
This publication has 24 references indexed in Scilit:
- An experimental comparison of gradient methods in econometric duration analysisComputational Statistics & Data Analysis, 1998
- Credit risk measurement: Developments over the last 20 yearsJournal of Banking & Finance, 1997
- The determinants of the duration of commercial bank debt renegotiation for sovereignsJournal of Banking & Finance, 1996
- Unemployment duration, unemployment benefits, and labor market programs in SwedenJournal of Public Economics, 1996
- Modeling unemployment duration in a dependent competing risks framework: Identification and estimationLifetime Data Analysis, 1995
- Starting values for the iterative maximum likelihood estimator in survival analysisJournal of Applied Statistics, 1995
- An Estimation of the Hazard Rate of Firms Under Chapter 11 ProtectionThe Review of Economics and Statistics, 1994
- Practical problems in fitting a proportional hazards model to data with udated measurements of the covariatesStatistics in Medicine, 1994
- Unobserved heterogeneity in event history modelsQuality & Quantity, 1992
- An econometric analysis of the bank credit scoring problemJournal of Econometrics, 1989