Not if but when will borrowers default
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Cited in
(28)- Modelling the credit risk for portfolios of consumer loans: Analogies with corporate loan models
- Dynamic survival models with varying coefficients for credit risks.
- A prediction-driven mixture cure model and its application in credit scoring
- Spatial contagion in mortgage defaults: a spatial dynamic survival model with time and space varying coefficients
- Modelling dynamic lapse with survival analysis and machine learning in CPI
- Modelling profitability using survival combination scores
- Promoting variable effect consistency in mixture cure model for credit scoring
- Establishing decision tree-based short-term default credit risk assessment models
- Large-Scale Loan Portfolio Selection
- Identifying future defaulters: a hierarchical Bayesian method
- ``Time-to-profit scorecards for revolving credit
- 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
- Behavioural models of credit card usage
- Mixture cure models in credit scoring: if and when borrowers default
- 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
- Mixture Cure Models in Prediction of Time to Default: Comparison with Logit and Cox Models
- Interest rates and default in unsecured loan markets
- Why do Borrowers Default on Mortgages?
- The profitability of online loans: a competing risks analysis on default and prepayment
- 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
- Variable selection in binary logistic regression for modelling bankruptcy risk
- Macro-Economic Factors in Credit Risk Calculations: Including Time-Varying Covariates in Mixture Cure Models
- 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
- Profit scoring and portfolio selection for online microloans
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