Identifying hidden patterns in credit risk survival data using Generalised Additive Models
Year of publication: |
2019
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Authors: | Djeundje, Viani Biatat ; Crook, Jonathan N. |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 277.2019, 1 (16.8.), p. 366-376
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Subject: | OR in banking | Risk analysis | Smoothing | Multivariate statistics | Predictions accuracy | Theorie | Theory | Kreditrisiko | Credit risk | Prognoseverfahren | Forecasting model | Bankrisiko | Bank risk | Multivariate Analyse | Multivariate analysis | Statistische Methode | Statistical method |
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