Estimation of default probability for automobile loans

Abstract (This study provides comprehensive default probability estimation for automobile loans. An extension of the Cox Proportional Hazards model proposed by Vaida and Xu (2000) by incorporating random-effects was used to handle clustered survival data. The estimation procedure was used in the con...

وصف كامل

التفاصيل البيبلوغرافية
المؤلف الرئيسي: Magboo, Kim Paulo D. (مؤلف)
التنسيق: أطروحة
اللغة:English
الموضوعات: