Modelling consumer credit risk via survival analysis
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Publication:3645285
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Cited in
(40)- Penalized models to estimate customer survival
- Survival Analysis Methods for Personal Loan Data
- Probability of default estimation in credit risk using a nonparametric approach
- Survival analysis of bank loans in the presence of long-term survivors
- A class of discrete transformation survival models with application to default probability prediction
- Modelling censored losses using splicing: a global fit strategy with mixed Erlang and extreme value distributions
- European generic scoring models using survival analysis
- Nonparametric estimation of the probability of default with double smoothing
- A latent class Cox model for heterogeneous time-to-event data
- Assessing the default risk by means of a discrete-time survival analysis approach
- Credit scoring with macroeconomic variables using survival analysis
- Default weighted survival analysis to directly model loss given default
- On loss distributions from installment-repaid loans
- A zero-inflated non default rate regression model for credit scoring data
- Credit risk modeling based on survival analysis with immunes
- Editorial
- A new index of creditworthiness for retail credit products
- A survey of the issues in consumer credit modelling research
- scientific article; zbMATH DE number 6951485 (Why is no real title available?)
- 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
- Random survival forests models for SME credit risk measurement
- Probability of default estimation in credit risk using mixture cure models
- Multivariate density estimation using dimension reducing information and tail flattening trans\-formations
- Provisioning against borrowers default risk
- Monetary loss surveillance for credit models
- Default probabilities in a corporate bank portfolio: a logistic model approach.
- Financial survival analysis of defaulted debtors
- Nonparametric estimation of the conditional survival function with double smoothing
- Modelling credit risk for personal loans: Cox proportional hazards model approach
- Data mining procedures in generalized Cox regressions
- A non-default rate regression model for credit scoring
- Customer attrition analysis for financial services using proportional hazard models
- Dynamic survival models with varying coefficients for credit risks.
- Maximum likelihood estimation of first-passage structural credit risk models correcting for the survivorship bias
- Identifying hidden patterns in credit risk survival data using generalised additive models
- Kolmogorov–Smirnov‐type testing for the partial homogeneity of Markov processes—with application to credit risk
- Modelling profitability using survival combination scores
- Credit risk: simple closed-form approximate maximum likelihood estimator
- Assessment of mortgage default risk via Bayesian reliability models
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