Browsing School of Pure and Applied Sciences by Author "Wekesa, Okumu A."

Now showing items 1-2 of 2

    • 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 ...