A new mixture model for the estimation of credit card exposure at default
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Publication:320980
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Cites work
Cited in
(7)- Sharp asymptotics for large portfolio losses under extreme risks
- A new mixture cure model under competing risks to score online consumer loans
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- Models and forecasts of credit card balance
- Exposure at default models with and without the credit conversion factor
- A transformer-based model for default prediction in mid-cap corporate markets
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