Macro-economic factors in credit risk calculations : including time-varying covariates in mixture cure models
Lore Dirick, Tony Bellotti, Gerda Claeskens, Bart Baesens
| Year of publication: |
2019
|
|---|---|
| Authors: | Dirick, Lore ; Bellotti, Tony ; Claeskens, Gerda ; Baesens, Bart |
| Subject: | Credit risk modeling | Macro-economic factors | Mixture cure model | Survival analysis | Time-varying covariates. | Kreditrisiko | Credit risk | Statistische Bestandsanalyse | Duration analysis | Schätztheorie | Estimation theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2016.1260471 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012176446