Identifying future defaulters: a hierarchical Bayesian method
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Cites work
- scientific article; zbMATH DE number 3385132 (Why is no real title available?)
- A Bayesian priorization procedure for AHP-group decision making
- A Nonparametric Mixture Model for Cure Rate Estimation
- Credit scoring with macroeconomic variables using survival analysis
- Estimating baseline distribution in proportional hazards cure models
- Estimation in a Cox Proportional Hazards Cure Model
- Hierarchical Bayesian models applied to air surveillance radars
- Lookahead scorecards for new fixed term credit products
- Mixture cure models in credit scoring: if and when borrowers default
- Modelling profitability using survival combination scores
- Neural network survival analysis for personal loan data
- Not if but when will borrowers default
- On interval estimation of the coefficient of variation for the three-parameter Weibull, lognormal and gamma distribution: a simulation-based approach
- Quantitative Methods in Credit Management: A Survey
- Recent developments in consumer credit risk assessment
- Survival Analysis Methods for Personal Loan Data
Cited in
(12)- Mixture cure models in credit scoring: if and when borrowers default
- Analysis of defaulters' behaviour using the Poisson-mixture approach
- A new mixture cure model under competing risks to score online consumer loans
- Default probability estimation via pair copula constructions
- Two Bayesian approaches to rough sets
- Promoting variable effect consistency in mixture cure model for credit scoring
- A Bayesian approach to modeling mortgage default and prepayment
- Variable selection in proportional hazards cure model with time-varying covariates, application to US bank failures
- A prediction-driven mixture cure model and its application in credit scoring
- Benchmarking state-of-the-art classification algorithms for credit scoring: an update of research
- Credit scoring models using hierarchical Bayes model: an application to inter-bank consortium mortgage data
- Sparse multi-criteria optimization classifier for credit risk evaluation
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