Browsing Faculty of Science & Technology (FST) by Author "Ndungu, Eric T."
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A comparison of log-logistic survival model to logistic model in credit risk modelling
Ndungu, Eric T. (School of Mathematics, University of Nairobi, 2008)Credit scoring systems are based on statistical and operations research models that seek to establish the likelihood of future credit behaviour based on information from past borrowers. Given that the cost of credit risk ...