A new mixture cure model under competing risks to score online consumer loans
Year of publication: |
2019
|
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Authors: | Zhang, Nailong ; Yang, Qingyu ; Kelleher, Aidan ; Si, Wujun |
Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 19.2019, 7, p. 1243-1253
|
Subject: | Competing risks | Credit scoring | Mixture cure model | Risk management | Survival model | Finanzdienstleistung | Financial services | Kreditrisiko | Credit risk | Risikomanagement | Kreditwürdigkeit | Credit rating | Verbraucherkredit | Consumer credit | Modellierung | Scientific modelling |
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