A Multivariate Markov Chain Model For Credit Risk Measurement And Management
dc.contributor.author | Kipkoech, Kurui Godfrey | |
dc.date.accessioned | 2016-12-23T07:00:35Z | |
dc.date.available | 2016-12-23T07:00:35Z | |
dc.date.issued | 2016 | |
dc.identifier.uri | http://hdl.handle.net/11295/98399 | |
dc.description.abstract | Logistic 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.language.iso | en | en_US |
dc.publisher | University Of Nairobi | en_US |
dc.rights | Attribution-NonCommercial-NoDerivs 3.0 United States | * |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/3.0/us/ | * |
dc.title | A Multivariate Markov Chain Model For Credit Risk Measurement And Management | en_US |
dc.type | Thesis | en_US |