Chapters in this book

1. Frontmatter i
2. Contents vii
3. Preface xi
4. 1. Introduction 1
5. 2. Dichotomous Risk 7
6. 3. Estimation 23
7. 4. Score Performance 43
8. 5. Count Data Models 61
9. 6. Durations 85
10. 7. Endogenous Selection and Partial Observability 113
11. 8. Transition Models 129
12. 9. Multiple Scores 149
13. 10. Serial Dependence in Longitudinal Data 181
14. 11. Management of Credit Risk 209
15. Index 239