Identifying hidden patterns in credit risk survival data using generalised additive models
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Publication:1735199
DOI10.1016/j.ejor.2019.02.006zbMath1431.91411MaRDI QIDQ1735199
Viani Biatat Djeundje, Jonathan N. Crook
Publication date: 28 March 2019
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://www.pure.ed.ac.uk/ws/files/79691661/IdentifyingHiddenPatterns.pdf
62P05: Applications of statistics to actuarial sciences and financial mathematics
91G70: Statistical methods; risk measures
91G40: Credit risk
Uses Software