Thorsten Ohliger

University of Wuppertal

Gaußstraße 20

42097 Wuppertal

Germany

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Scholarly Papers (1)

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Nonlinear Relationships in a Logistic Model of Default for a High-Default Installment Portfolio

Journal of Credit Risk, Forthcoming
Number of pages: 24 Posted: 07 Feb 2018
Christian Lohmann and Thorsten Ohliger
University of Wuppertal and University of Wuppertal
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Abstract:

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Consumer Credit Scoring, Generalized Additive Model (GAM), Nonlinear Relationships, Probability of Default, Total Cost of Misclassification