Survival Mixture Model for Credit Risk Analysis
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DOI: 10.2202/2153-3792.1061
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References listed on IDEAS
- Wiginton, John C., 1980. "A Note on the Comparison of Logit and Discriminant Models of Consumer Credit Behavior," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 15(3), pages 757-770, September.
- Maria Stepanova & Lyn Thomas, 2002. "Survival Analysis Methods for Personal Loan Data," Operations Research, INFORMS, vol. 50(2), pages 277-289, April.
- Martin G. Larson & Gregg E. Dinse, 1985. "A Mixture Model for the Regression Analysis of Competing Risks Data," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 34(3), pages 201-211, November.
- Bart Baesens & Rudy Setiono & Christophe Mues & Jan Vanthienen, 2003. "Using Neural Network Rule Extraction and Decision Tables for Credit-Risk Evaluation," Management Science, INFORMS, vol. 49(3), pages 312-329, March.
- A. C. Antonakis & M. E. Sfakianakis, 2009. "Assessing naive Bayes as a method for screening credit applicants," Journal of Applied Statistics, Taylor & Francis Journals, vol. 36(5), pages 537-545.
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