Credit scoring with macroeconomic variables using survival analysis
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Cited in
(41)- Dynamic survival models with varying coefficients for credit risks.
- A prediction-driven mixture cure model and its application in credit scoring
- Predicting loss severities for residential mortgage loans: a three-step selection approach
- Spatial contagion in mortgage defaults: a spatial dynamic survival model with time and space varying coefficients
- An Akaike information criterion for multiple event mixture cure models
- Behavioral technology credit scoring model with time-dependent covariates for stress test
- Promoting variable effect consistency in mixture cure model for credit scoring
- Cure events in default prediction
- Identifying future defaulters: a hierarchical Bayesian method
- An empirical comparison of classification algorithms for mortgage default prediction: evidence from a distressed mortgage market
- Accuracy of mortgage portfolio risk forecasts during financial crises
- The stability of survival model parameter estimates for predicting the probability of default: empirical evidence over the credit crisis
- Spline based survival model for credit risk modeling
- Financial survival analysis of defaulted debtors
- European generic scoring models using survival analysis
- Survival Analysis Methods for Personal Loan Data
- Mixture cure models in credit scoring: if and when borrowers default
- scientific article; zbMATH DE number 1984191 (Why is no real title available?)
- scientific article; zbMATH DE number 6951485 (Why is no real title available?)
- A zero-inflated non default rate regression model for credit scoring data
- A new mixture cure model under competing risks to score online consumer loans
- Interest rates and default in unsecured loan markets
- Neural network survival analysis for personal loan data
- The profitability of online loans: a competing risks analysis on default and prepayment
- A latent class Cox model for heterogeneous time-to-event data
- Joint models for longitudinal and discrete survival data in credit scoring
- Joint models of multivariate longitudinal outcomes and discrete survival data with INLA: an application to credit repayment behaviour
- A quadratic upper bound algorithm for regression analysis of credit risk under the proportional hazards model with case-cohort data
- Optimal subsampling for the Cox proportional hazards model with massive survival data
- A new ordinal mixed-data sampling model with an application to corporate credit rating levels
- Macro-Economic Factors in Credit Risk Calculations: Including Time-Varying Covariates in Mixture Cure Models
- How to control the effectiveness of a campaign of mailing list marketing: a proposal based on survival analysis
- Calibrating a proportional hazards model with time-correlated covariates: a case study in probability of default modelling for credit risk analysis
- The joint model of default and prepayment for a mortgage loan and its application in mortgage insurance
- Joint model for longitudinal and spatio-temporal survival data
- Credit risk modeling based on survival analysis with immunes
- A spatio-temporal machine learning model for mortgage credit risk: default probabilities and loan portfolios
- Incorporating heterogeneity and macroeconomic variables into multi-state delinquency models for credit cards
- Defining and comparing SICR-events for classifying impaired loans under IFRS 9
- Profit scoring and portfolio selection for online microloans
- The power of satellite imagery in credit scoring: a spatial analysis of rural loans
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