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Count Data Models For A Credit Scoring System

Citations

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Cited by:

  1. is not listed on IDEAS
  2. Jamie L. Cross & Lennart Hoogerheide & Paul Labonne & Herman K. van Djik, 2024. "Flexible Negative Binomial Mixtures for Credible Mode Inference in Heterogeneous Count Data from Finance, Economics and Bioinformatics," Working Papers No 09/2024, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  3. Elmas Yaldiz Hanedar & Eleonora Broccardo & Flavio Bazzana, 2012. "Collateral Requirements of SMEs:The Evidence from Less–Developed Countries," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0034, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
  4. Marshall, Andrew & Tang, Leilei & Milne, Alistair, 2010. "Variable reduction, sample selection bias and bank retail credit scoring," Journal of Empirical Finance, Elsevier, vol. 17(3), pages 501-512, June.
  5. Umashanger, T. & Sriram, T.N., 2009. "L2E estimation of mixture complexity for count data," Computational Statistics & Data Analysis, Elsevier, vol. 53(12), pages 4243-4254, October.
  6. Tia M. McDonald & Noah Miller & Fatou Thiam, 2025. "Distance to commercial banks and farm household asset accumulation," Agriculture and Human Values, Springer;The Agriculture, Food, & Human Values Society (AFHVS), vol. 42(2), pages 659-673, June.
  7. Murray Smith, 2003. "On dependency in double-hurdle models," Statistical Papers, Springer, vol. 44(4), pages 581-595, October.
  8. G. Dionne & F. Giuliano & P. Picard, 2002. "Optimal auditing for insurance fraud," Thema Working Papers 2002-32, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS.
  9. Michael J. Peel, 2014. "Addressing unobserved endogeneity bias in accounting studies: control and sensitivity methods by variable type," Accounting and Business Research, Taylor & Francis Journals, vol. 44(5), pages 545-571, October.
  10. Georges Dionne & Florence Giuliano & Pierre Picard, 2009. "Optimal Auditing with Scoring: Theory and Application to Insurance Fraud," Management Science, INFORMS, vol. 55(1), pages 58-70, January.
  11. Carling, Kenneth & Jacobson, Tor & Roszbach, Kasper, 2001. "Dormancy risk and expected profits of consumer loans," Journal of Banking & Finance, Elsevier, vol. 25(4), pages 717-739, April.
  12. Cross, Jamie L. & Hoogerheide, Lennart & Labonne, Paul & van Dijk, Herman K., 2024. "Bayesian mode inference for discrete distributions in economics and finance," Economics Letters, Elsevier, vol. 235(C).
  13. Artis, Manuel & Ayuso, Mercedes & Guillen, Montserrat, 1999. "Modelling different types of automobile insurance fraud behaviour in the Spanish market," Insurance: Mathematics and Economics, Elsevier, vol. 24(1-2), pages 67-81, March.
  14. Kaiser, Ulrich & Szczesny, Andrea, 2000. "Einfache ökonometrische Verfahren für die Kreditrisikomessung," CoFE Discussion Papers 00/28, University of Konstanz, Center of Finance and Econometrics (CoFE).
  15. Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk, 2021. "Bayes estimates of multimodal density features using DNA and Economic Data," Tinbergen Institute Discussion Papers 21-017/III, Tinbergen Institute.
  16. Sami Mestiri & Abdeljelil Farhat, 2021. "Using Non-parametric Count Model for Credit Scoring," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(1), pages 39-49, March.
  17. Drivas, Kyriakos & Economidou, Claire & Tsionas, Efthymios G., 2014. "A Poisson Stochastic Frontier Model with Finite Mixture Structure," MPRA Paper 57485, University Library of Munich, Germany.
  18. Yaldız Hanedar, Elmas & Broccardo, Eleonora & Bazzana, Flavio, 2014. "Collateral requirements of SMEs: The evidence from less-developed countries," Journal of Banking & Finance, Elsevier, vol. 38(C), pages 106-121.
  19. Santos Silva, J.M.C. & Murteira, J.M.R., 2009. "Estimation of default probabilities using incomplete contracts data," Journal of Empirical Finance, Elsevier, vol. 16(3), pages 457-465, June.
  20. P G Moffatt, 2005. "Hurdle models of loan default," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 56(9), pages 1063-1071, September.
  21. Olfa N. Ghali, 2001. "An Empirical Evaluation of the Implementation of the Bonus-Malus System in the Tunisian Automobile Insurance Ratemaking," Working Papers 0135, Economic Research Forum, revised 11 2001.
  22. repec:bny:wpaper:0122 is not listed on IDEAS
  23. Kasper Roszbach, 2004. "Bank Lending Policy, Credit Scoring, and the Survival of Loans," The Review of Economics and Statistics, MIT Press, vol. 86(4), pages 946-958, November.
  24. R. Winkelmann, 1998. "Count data models with selectivity," Econometric Reviews, Taylor & Francis Journals, vol. 17(4), pages 339-359.
  25. Adel Benhamed & Mohamed Sadok Gassouma, 2023. "Investigation and Modelling of Economic Systematic Risk and Capital Requirement: A Monte Carlo Simulation," JRFM, MDPI, vol. 16(4), pages 1-13, April.
  26. Woo, Mi-Ja & Sriram, T.N., 2007. "Robust estimation of mixture complexity for count data," Computational Statistics & Data Analysis, Elsevier, vol. 51(9), pages 4379-4392, May.
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