Duration Models in Loan Management
The purpose of this study is to estimate the future duration of a loan contract on the basis of several factors. The main methodology consists of a brief explanation of a survival analysis and a thorough application of a survival analysis in loan management. A real dataset from a credit institution...
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| Format: | Article |
| Language: | English |
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Sciendo
2015-06-01
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| Series: | Folia Oeconomica Stetinensia |
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| Online Access: | https://doi.org/10.1515/foli-2015-0027 |