Probability of default estimation in credit risk using mixture cure models
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Publication:6071708
DOI10.1016/j.csda.2023.107853MaRDI QIDQ6071708
Juan Manuel Vilar, Rebeca Peláez Suárez, Ingrid Van Keilegom, Ricardo Cao
Publication date: 28 November 2023
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Cites Work
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