Mixture cure models in credit scoring: If and when borrowers default

European Journal of Operational Research

Volumn 218, Issue 1, 2012, Pages 132-139

  Tong, Edward N C ^a   Mues, Christophe ^a   Thomas, Lyn C ^a  

^a UNIVERSITY OF SOUTHAMPTON   (United Kingdom)

Author keywords

Credit scoring; Mixture cure models; Regression; Risk analysis; Survival analysis

Indexed keywords

CANCER PATIENTS; CREDIT SCORING; CROSS VALIDATION; DATA SETS; LOAN PORTFOLIO; LOGISTIC REGRESSIONS; MEDICAL SETTINGS; MIXTURE CURE MODEL; MIXTURE CURE MODELS; MODEL PERFORMANCE; PROBABILITY OF DEFAULTS; PROPORTIONAL HAZARDS; REGRESSION; RISK RANKING TOOLS; ROBUST ESTIMATE; SURVIVAL ANALYSIS; TIME HORIZONS; TIME INTERVAL;

BIOINFORMATICS; CALIBRATION; ESTIMATION; MIXTURES; REGRESSION ANALYSIS; RISK ANALYSIS; STATISTICS;

CURING;

EID: 83955165862     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ejor.2011.10.007     Document Type: Article

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