2023Pacific-Basin Finance Journal

Predicting loss given default of unsecured consumer loans with time-varying

Loss given defaultCovariateEconometricsTobit modelProportional hazards modelLoanStatisticsHazardLogistic regressionMultiplicative functionLogitLinear regressionRegressionComputer scienceProbability of defaultCredit scoreActuarial scienceEconomicsCredit riskMathematicsCapital requirementFinance

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Predicting loss given default of unsecured consumer loans with time-varying

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