Pages that link to "Item:Q439468"
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The following pages link to Mixture cure models in credit scoring: if and when borrowers default (Q439468):
Displaying 29 items.
- Cure events in default prediction (Q296900) (← links)
- Identifying future defaulters: a hierarchical Bayesian method (Q299813) (← links)
- Benchmarking state-of-the-art classification algorithms for credit scoring: an update of research (Q319944) (← links)
- Accuracy of mortgage portfolio risk forecasts during financial crises (Q320969) (← links)
- A new mixture model for the estimation of credit card exposure at default (Q320980) (← links)
- Exposure at default models with and without the credit conversion factor (Q323002) (← links)
- A prediction-driven mixture cure model and its application in credit scoring (Q1735161) (← links)
- Behaviour-based short-term invoice probability of default evaluation (Q1752908) (← links)
- Predicting loss severities for residential mortgage loans: a three-step selection approach (Q1754749) (← links)
- A Bayesian approach to modeling mortgage default and prepayment (Q1755411) (← links)
- Spatial contagion in mortgage defaults: a spatial dynamic survival model with time and space varying coefficients (Q2023957) (← links)
- Mixture additive hazards cure model with latent variables: application to corporate default data (Q2072400) (← links)
- Benchmarking forecast approaches for mortgage credit risk for forward periods (Q2077950) (← links)
- A support vector machine based semiparametric mixture cure model (Q2203390) (← links)
- An Akaike information criterion for multiple event mixture cure models (Q2629687) (← links)
- Promoting variable effect consistency in mixture cure model for credit scoring (Q2669883) (← links)
- Establishing decision tree-based short-term default credit risk assessment models (Q2834635) (← links)
- Design of adaptive Elman networks for credit risk assessment (Q4991078) (← links)
- Variable selection in proportional hazards cure model with time-varying covariates, application to US bank failures (Q5036647) (← links)
- Unified multivariate survival model with a surviving fraction: an application to a Brazilian customer churn data (Q5138018) (← links)
- A zero-inflated non default rate regression model for credit scoring data (Q5160233) (← links)
- A new mixture cure model under competing risks to score online consumer loans (Q5234356) (← links)
- Mixture Cure Models in Prediction of Time to Default: Comparison with Logit and Cox Models (Q5240338) (← links)
- Hurdle models of loan default (Q5694072) (← links)
- Joint models of multivariate longitudinal outcomes and discrete survival data with INLA: an application to credit repayment behaviour (Q6168507) (← links)
- A quadratic upper bound algorithm for regression analysis of credit risk under the proportional hazards model with case-cohort data (Q6173558) (← links)
- Enhancing cure rate analysis through integration of machine learning models: a comparative study (Q6581679) (← links)
- Macro-Economic Factors in Credit Risk Calculations: Including Time-Varying Covariates in Mixture Cure Models (Q6634837) (← links)
- How to control the effectiveness of a campaign of mailing list marketing: a proposal based on survival analysis (Q6666707) (← links)
