Mixture cure models in credit scoring: if and when borrowers default
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Cites work
- scientific article; zbMATH DE number 5209873 (Why is no real title available?)
- scientific article; zbMATH DE number 3385132 (Why is no real title available?)
- A Concordance Correlation Coefficient to Evaluate Reproducibility
- A Nonparametric Mixture Model for Cure Rate Estimation
- Benchmarking state-of-the-art classification algorithms for credit scoring
- Consumer finance: challenges for operational research
- Credit Scoring and Its Applications
- Credit scoring for profitability objectives
- Credit scoring with macroeconomic variables using survival analysis
- Estimation in a Cox Proportional Hazards Cure Model
- Lookahead scorecards for new fixed term credit products
- Measuring classifier performance: a coherent alternative to the area under the ROC curve
- Modelling the credit risk for portfolios of consumer loans: Analogies with corporate loan models
- Neural network survival analysis for personal loan data
- Not if but when will borrowers default
- Recent developments in consumer credit risk assessment
- Survival Analysis Methods for Personal Loan Data
Cited in
(32)- Unified multivariate survival model with a surviving fraction: an application to a Brazilian customer churn data
- Enhancing cure rate analysis through integration of machine learning models: a comparative study
- Behaviour-based short-term invoice probability of default evaluation
- Predicting loss severities for residential mortgage loans: a three-step selection approach
- Design of adaptive Elman networks for credit risk assessment
- Cure events in default prediction
- Identifying future defaulters: a hierarchical Bayesian method
- A zero-inflated non default rate regression model for credit scoring data
- Joint models of multivariate longitudinal outcomes and discrete survival data with INLA: an application to credit repayment behaviour
- Analysis of defaulters' behaviour using the Poisson-mixture approach
- Macro-Economic Factors in Credit Risk Calculations: Including Time-Varying Covariates in Mixture Cure Models
- A new mixture cure model under competing risks to score online consumer loans
- Establishing decision tree-based short-term default credit risk assessment models
- A new mixture model for the estimation of credit card exposure at default
- Accuracy of mortgage portfolio risk forecasts during financial crises
- Exposure at default models with and without the credit conversion factor
- Probability of default estimation in credit risk using mixture cure models
- Hurdle models of loan default
- 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 non-default rate regression model for credit scoring
- Mixture additive hazards cure model with latent variables: application to corporate default data
- A prediction-driven mixture cure model and its application in credit scoring
- Mixture Cure Models in Prediction of Time to Default: Comparison with Logit and Cox Models
- Benchmarking forecast approaches for mortgage credit risk for forward periods
- Benchmarking state-of-the-art classification algorithms for credit scoring: an update of research
- How to control the effectiveness of a campaign of mailing list marketing: a proposal based on survival analysis
- Spatial contagion in mortgage defaults: a spatial dynamic survival model with time and space varying coefficients
- A quadratic upper bound algorithm for regression analysis of credit risk under the proportional hazards model with case-cohort data
- A support vector machine based semiparametric mixture cure model
- An Akaike information criterion for multiple event mixture cure models
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