Credit risk modeling based on survival analysis with immunes (Q713772): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1016/j.stamet.2006.09.001 / rank | |||
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Latest revision as of 19:36, 5 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Credit risk modeling based on survival analysis with immunes |
scientific article |
Statements
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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