Pages that link to "Item:Q3154435"
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The following pages link to Not if but when will borrowers default (Q3154435):
Displaying 25 items.
- Identifying future defaulters: a hierarchical Bayesian method (Q299813) (← links)
- ``Time-to-profit scorecards for revolving credit'' (Q320955) (← links)
- The stability of survival model parameter estimates for predicting the probability of default: empirical evidence over the credit crisis (Q320972) (← links)
- Spline based survival model for credit risk modeling (Q323267) (← links)
- Mixture cure models in credit scoring: if and when borrowers default (Q439468) (← links)
- Incorporating heterogeneity and macroeconomic variables into multi-state delinquency models for credit cards (Q724162) (← links)
- Modelling the credit risk for portfolios of consumer loans: Analogies with corporate loan models (Q1025335) (← links)
- Dynamic survival models with varying coefficients for credit risks. (Q1711479) (← links)
- A prediction-driven mixture cure model and its application in credit scoring (Q1735161) (← links)
- Spatial contagion in mortgage defaults: a spatial dynamic survival model with time and space varying coefficients (Q2023957) (← links)
- Modelling dynamic lapse with survival analysis and machine learning in CPI (Q2044802) (← links)
- Modelling profitability using survival combination scores (Q2643985) (← links)
- Promoting variable effect consistency in mixture cure model for credit scoring (Q2669883) (← links)
- Establishing decision tree-based short-term default credit risk assessment models (Q2834635) (← links)
- Large-Scale Loan Portfolio Selection (Q2957455) (← links)
- Behavioural models of credit card usage (Q3591890) (← links)
- A zero-inflated non default rate regression model for credit scoring data (Q5160233) (← links)
- A new mixture cure model under competing risks to score online consumer loans (Q5234356) (← links)
- Mixture Cure Models in Prediction of Time to Default: Comparison with Logit and Cox Models (Q5240338) (← links)
- Interest rates and default in unsecured loan markets (Q5400663) (← links)
- The profitability of online loans: a competing risks analysis on default and prepayment (Q6106515) (← links)
- Joint models of multivariate longitudinal outcomes and discrete survival data with INLA: an application to credit repayment behaviour (Q6168507) (← links)
- A quadratic upper bound algorithm for regression analysis of credit risk under the proportional hazards model with case-cohort data (Q6173558) (← links)
- Variable selection in binary logistic regression for modelling bankruptcy risk (Q6615795) (← links)
- Macro-Economic Factors in Credit Risk Calculations: Including Time-Varying Covariates in Mixture Cure Models (Q6634837) (← links)
