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dc.contributor.authorKipkoech, Kurui Godfrey
dc.description.abstractLogistic regression has been applied for classification and to determine the factors which affects the behavioral score of the consumer. Cumulative logistic regression with a latent variable link as link function determines the dynamic of consumers’ behavioral score. A multivariate describes the dependency of credit risky assets in a portfolio. Credibility theory combines the application transition from the credit bureau with behavioral transition matrix from consumer performance and experience.en_US
dc.publisherUniversity Of Nairobien_US
dc.rightsAttribution-NonCommercial-NoDerivs 3.0 United States*
dc.titleA Multivariate Markov Chain Model For Credit Risk Measurement And Managementen_US

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Attribution-NonCommercial-NoDerivs 3.0 United States
Except where otherwise noted, this item's license is described as Attribution-NonCommercial-NoDerivs 3.0 United States