Credit risk modeling based on survival analysis with immunes (Q713772)
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scientific article; zbMATH DE number 6095791
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Credit risk modeling based on survival analysis with immunes |
scientific article; zbMATH DE number 6095791 |
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Credit risk modeling based on survival analysis with immunes (English)
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19 October 2012
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credit risk modeling
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default probability
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survival analysis
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extreme censoring
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mixture distribution
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time to default
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maximum likelihood estimation
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