Modelling default probabilities: The classical vs. machine learning approach
Fintech companies that offer Buy Now, Pay Later products are heavily dependent on accurate default probability models. This is since the fintech companies bear the risk of customers not fulfilling their obligations. In order to minimize the losses incurred to customers defaulting several machine lea...
Main Authors: | , |
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Format: | Others |
Language: | English |
Published: |
KTH, Matematisk statistik
2020
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Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-273570 |