Pages that link to "Item:Q1711479"

The following pages link to Dynamic survival models with varying coefficients for credit risks. (Q1711479):

Displaying 17 items.

• The stability of survival model parameter estimates for predicting the probability of default: empirical evidence over the credit crisis (Q320972) (← links)
• Spline based survival model for credit risk modeling (Q323267) (← links)
• A prediction-driven mixture cure model and its application in credit scoring (Q1735161) (← links)
• Identifying hidden patterns in credit risk survival data using generalised additive models (Q1735199) (← links)
• Spatial contagion in mortgage defaults: a spatial dynamic survival model with time and space varying coefficients (Q2023957) (← links)
• Benchmarking forecast approaches for mortgage credit risk for forward periods (Q2077950) (← links)
• Tree-based modeling of time-varying coefficients in discrete time-to-event models (Q2223346) (← links)
• A class of categorization methods for credit scoring models (Q2239972) (← links)
• Promoting variable effect consistency in mixture cure model for credit scoring (Q2669883) (← links)
• Pricing time-to-event contingent cash flows: a discrete-time survival analysis approach (Q2700075) (← links)
• The Survival of Newly Founded Firms: A Case-Study into Varying-Coefficient Models (Q3409814) (← links)
• Assessing the default risk by means of a discrete-time survival analysis approach (Q3552630) (← links)
• (Q4687122) (← links)
• Credit scoring with macroeconomic variables using survival analysis (Q4933653) (← links)
• MODELING LIFETIME EXPECTED CREDIT LOSSES ON BANK LOANS (Q5061495) (← links)
• Joint models for longitudinal and discrete survival data in credit scoring (Q6167389) (← links)
• Optimal subsampling for the Cox proportional hazards model with massive survival data (Q6541937) (← links)