Macro-economic factors in credit risk calculations : including time-varying covariates in mixture cure models
Dirick L, Bellotti T, Claeskens G, Baesens B.
| Year of publication: |
[2016]
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|---|---|
| Authors: | Dirick, Lore ; Bellotti, Tony ; Claeskens, Gerda ; Baesens, Bart |
| Publisher: |
Leuven, België : KU Leuven, Faculty of Economics and Business |
| Subject: | Credit risk modeling | mixture cure model | time-varying covariates | macroeconomic factors | survival analysis | Kreditrisiko | Credit risk | Statistische Bestandsanalyse | Duration analysis | Schätztheorie | Estimation theory |
| Extent: | 1 Online-Ressource (circa 35 Seiten) Illustrationen |
|---|---|
| Series: | KBI. - Leuven : [Verlag nicht ermittelbar], ZDB-ID 2397394-8. - Vol. KBI_16, 30 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011799062