Random survival forest for competing credit risks
Year of publication: |
2022
|
---|---|
Authors: | Frydman, Halina ; Matuszyk, Anna |
Published in: |
Journal of the Operational Research Society. - London : Taylor and Francis, ISSN 1476-9360, ZDB-ID 2007775-0. - Vol. 73.2022, 1, p. 15-25
|
Subject: | brier score | competing credit risks | cox hazard model | cumulative incidence function of default | Machine learning | Theorie | Theory | Kreditrisiko | Credit risk | Finanzdienstleistung | Financial services | Kreditwürdigkeit | Credit rating |
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