A time-dependent proportional hazards survival model for credit risk analysis

Journal of the Operational Research Society

Volumn 63, Issue 3, 2012, Pages 306-321

  Im, J K ^a   Apley, D W ^a   Qi, C ^b   Shan, X ^b  

^a Northwestern University   (United States)

^b NONE

Author keywords

data analysis: estimating survival models; failure models: survival analysis for credit risk modelling; risk: predicting consumer credit risk

Indexed keywords

BIOINFORMATICS; HAZARDS; HEALTH RISKS; MAXIMUM LIKELIHOOD; RISK ANALYSIS; RISK PERCEPTION;

CONSUMER CREDIT RISKS; CREDIT RISK ANALYSIS; ECONOMIC CONDITION; LOGISTIC REGRESSIONS; MAXIMUM LIKELIHOOD ALGORITHM; PROPORTIONAL HAZARDS; SURVIVAL ANALYSIS; SURVIVAL MODEL;

RISK ASSESSMENT;

EID: 84856681471     PISSN: 01605682     EISSN: 14769360     Source Type: Journal    
DOI: 10.1057/jors.2011.34     Document Type: Article

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