Details

Autor(en) / Beteiligte

• Ewa Wycinka

Titel

Modelowanie czasu do zaprzestania spłat rat kredytu lub wcześniejszej spłaty kredytu jako zdarzeń konkurujących

Ist Teil von

• Problemy Zarządzania (Online), 2015-10, Vol.13 (3(55) t.2), p.146-157

Ort / Verlag

Wydawnictwo Naukowe Wydziału Zarządzania Uniwersytetu Warszawskiego

Erscheinungsjahr

2015

Quelle

Free E-Journal (出版社公開部分のみ）

Beschreibungen/Notizen

• Early repayment and default are two basic perils causing credit termination. Who of the borrowers and when are at the risk of both events is important information for the creditor. The article employs some of the estimators of the method of competing risks to model time to default or early repayment. The empirical part of the article consists of the results of the study on the sample of 5000 five-year loans that were observed for 24 months. Probabilities of default and early repayment have been evaluated by means of selected estimators. These estimators are also suitable for distinguishing borrowers with different risks of default.