Research on credit scoring method matching the probability of default : evidence from Lending Club
Year of publication: |
2023
|
---|---|
Authors: | Ma, Hongdong ; Li, Gang ; Liu, Rongyue ; Zhang, Kexin ; Wang, Zijian |
Subject: | Credit score | Lasso-Logistic regression | overall default identification ability | the probability of default | Wald test | Kreditwürdigkeit | Credit rating | Kreditrisiko | Credit risk | Insolvenz | Insolvency | Kreditgeschäft | Bank lending | Theorie | Theory | Wahrscheinlichkeitsrechnung | Probability theory | Regressionsanalyse | Regression analysis |
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