Modelling dynamic lapse with survival analysis and machine learning in CPI
Marco Aleandri, Alessia Eletti
Year of publication: |
2021
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Authors: | Aleandri, Marco ; Eletti, Alessia |
Published in: |
Decisions in economics and finance : a journal of applied mathematics. - Milano : Springer Italia, ISSN 1129-6569, ZDB-ID 2023516-1. - Vol. 44.2021, 1, p. 37-56
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Subject: | Lapse | Default | Prepayment | Credit protection Insurance | Survival analysis | Machine learning | Accelerated failure time model | Random survival forest | TVOG | Künstliche Intelligenz | Artificial intelligence | Statistische Bestandsanalyse | Duration analysis | Insolvenz | Insolvency | Kreditrisiko | Credit risk | Theorie | Theory |
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