Probability of default estimation in credit risk using mixture cure models (Q6071708)
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scientific article; zbMATH DE number 7771444
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Probability of default estimation in credit risk using mixture cure models |
scientific article; zbMATH DE number 7771444 |
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Probability of default estimation in credit risk using mixture cure models (English)
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28 November 2023
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censored data
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survival analysis
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nonparametric estimation
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kernel method
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0.8801479935646057
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0.8268532156944275
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0.8127886056900024
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0.8001025319099426
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0.7864968180656433
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