Browsing School of Pure and Applied Sciences by Subject "Loans"
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Modelling Credit Risk for Personal Loans Using Product-Limit Estimator
(International Journal of Financial Research, 2012-01-05)A product- limit approach was adopted to estimate time to default for male and female loan applicants. For each group, a sample of 250 applicants was observed for a 30 months. The life of the account is measured from the ...