Determine insolvency risk

Hey Community,

I am trying to determine the risk of insolvency for customers. I have historical data for customers that went bakcrupt. Based on these information I would like to create a model that can predict the probability of a costumer declaring insolvency. I tried to use a logistic regression , however I believe this will only tell me “yes” or “no” and no specific probability like 74% risk of insolvency.

What model could I use and is there a way of predicting the risk without including a group of customers that DID NOT went bankrupt in my data set ?

Thanks in advance

Some general background:

Mentions XGBoost:

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Logistic Regression can also give you the class probabilities (see predictor node)

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