Default risk analysis via a discrete-time cure rate model
From MaRDI portal
Publication:6571859
DOI10.1002/asmb.1998MaRDI QIDQ6571859
Roberto Rocci, Daniele de Leonardis
Publication date: 12 July 2024
Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)
Cites Work
- Unnamed Item
- Credit risk modeling based on survival analysis with immunes
- A discrete-time multilevel mixture model for event history data with long-term survivors, with an application to an analysis of contraceptive sterilization in Bangladesh
- Bayesian Semiparametric Models for Survival Data with a Cure Fraction
- Assessment of mortgage default risk via Bayesian reliability models
- Assessing the default risk by means of a discrete-time survival analysis approach
- Survival Analysis Methods for Personal Loan Data
- Regression Analysis of Grouped Survival Data with Application to Breast Cancer Data
- Semi-Parametric Estimation in Failure Time Mixture Models
- A Discrete Survival Model with Random Effects: An Application to Time to Pregnancy
- Survival analysis with long-term survivors and partially observed covariates
- A Proportional Hazards Model Taking Account of Long-Term Survivors
- Estimation in a Cox Proportional Hazards Cure Model
- A Nonparametric Mixture Model for Cure Rate Estimation
- Bankruptcy Prediction with Industry Effects
- Maximum Likelihood Estimation in a Semiparametric Logistic/Proportional-Hazards Mixture Model
- Cure rate models: A unified approach
- Multivariate statistical modelling based on generalized linear models.
- A mixture model combining logistic regression with proportional hazards regression
Related Items (2)
Lost in a black-box? Interpretable machine learning for assessing Italian SMEs default ⋮ Macro-Economic Factors in Credit Risk Calculations: Including Time-Varying Covariates in Mixture Cure Models
This page was built for publication: Default risk analysis via a discrete-time cure rate model
