Browsing by Author "Wekesa, Okumu A."
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Modelling Credit Risk for Personal Loans Using Product-Limit Estimator
Wekesa, Okumu A.; Mwalili, Samuel; Mwita, Peter (International Journal of Financial Research, 2012-01-05)A product- limit approach was adopted to estimate time to default for male and female loan applicants. For each group, a sample of 250 applicants was observed for a 30 months. The life of the account is measured from the ... -
Modelling credit risk for personal loans: Cox Proportional Hazards Model Approach
Wekesa, Okumu A.; Mwalili, Samuel; Mwita, Peter (Pushpa Publishing House, 2012-08)A proportional hazards model approach was adopted to estimate risk of default for loan applicants. A sample of 500 applicants was observed for 36 months. The life of the account is measured from the month, it was opened ...