Research on credit scoring method matching the probability of default : evidence from Lending Club
Hongdong Ma, Gang Li, Rongyue Liu, Kexin Zhang and Zijian Wang
| Year of publication: |
2023
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|---|---|
| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2022.2140769 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014335832