Random survival forests models for SME credit risk measurement

Methodology and Computing in Applied Probability

Volumn 11, Issue 1, 2009, Pages 29-45

  Fantazzini, Dean ^a   Figini, Silvia ^a  

^a UNIVERSITY OF PAVIA   (Italy)

Author keywords

Classification; Credit risk; Default probability; Loss functions; Random survival trees

Indexed keywords

EID: 58649086522     PISSN: 13875841     EISSN: 15737713     Source Type: Journal    
DOI: 10.1007/s11009-008-9078-2     Document Type: Article

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