Promoting variable effect consistency in mixture cure model for credit scoring

DOI10.1155/2022/3112987zbMath1490.91232MaRDI QIDQ2669883

Song Chen, Zhiyuan Zhang, Jian-Ping Zhu, Xinyan Fan, Chenlu Zheng

Publication date: 9 March 2022

Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2022/3112987

Mathematics Subject Classification ID

62P05: Applications of statistics to actuarial sciences and financial mathematics

91G40: Credit risk

Uses Software

• ElemStatLearn
• gglasso