Time to default in credit scoring using survival analysis : a benchmark study
Lore Dirick, Gerda Claeskens and Bart Baesens
| Year of publication: |
June 2017
|
|---|---|
| Authors: | Dirick, Lore ; Claeskens, Gerda ; Baesens, Bart |
| Published in: |
Journal of the Operational Research Society : OR. - Basingstoke, Hampshire : Palgrave, ISSN 0030-3623, ZDB-ID 716033-1. - Vol. 68.2017, 6, p. 652-665
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| Subject: | benchmarking | credit risk modeling | competing risks | mixture cure model | survival analysis | Kreditrisiko | Credit risk | Benchmarking | Kreditwürdigkeit | Credit rating | Statistische Bestandsanalyse | Duration analysis | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/s41274-016-0128-9 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011656882