Dynamic survival models with varying coefficients for credit risks.
type: Item
instance of: scholarly article
title: Dynamic survival models with varying coefficients for credit risks.
zbMATH Open document ID: 1431.91410
author: Viani Biatat Djeundje
author: Jonathan Crook
published in: European Journal of Operational Research
publication date: 2019-01-18T00:00:00Z
full work available at URL: 1 dynamic sm update8.pdf
Mathematics Subject Classification ID: 91G40
Mathematics Subject Classification ID: 62J12
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 7003112
zbMATH Keywords: OR in banking
zbMATH Keywords: risk analysis
zbMATH Keywords: risk management
zbMATH Keywords: multivariate statistics
zbMATH Keywords: splines
describes a project that uses: R
describes a project that uses: gamair
describes a project that uses: mgcv
describes a project that uses: SAS
describes a project that uses: SemiPar
MaRDI profile type: Publication
OpenAlex ID: W2900798292
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Wikidata QID: Q128880144
DOI: 10.1016/J.EJOR.2018.11.029
description: scientific article; zbMATH DE number 7003112