Cure events in default prediction
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Publication:296900
DOI10.1016/j.ejor.2014.04.046zbMath1338.91147OpenAlexW2016144167MaRDI QIDQ296900
Publication date: 23 June 2016
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2014.04.046
Applications of statistics to biology and medical sciences; meta analysis (62P10) Financial applications of other theories (91G80) Credit risk (91G40)
Related Items (4)
Behaviour-based short-term invoice probability of default evaluation ⋮ Predicting loss severities for residential mortgage loans: a three-step selection approach ⋮ A new mixture cure model under competing risks to score online consumer loans ⋮ Mixture additive hazards cure model with latent variables: application to corporate default data
Uses Software
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