Showing 1 - 10 of 17
Persistent link: https://www.econbiz.de/10008728777
Purpose – The purpose of this paper is to present designs for an accelerated life test (ALT). Design/methodology/approach – Bayesian methods and simulation Monte Carlo Markov Chain (MCMC) methods were used. Findings – In the paper a Bayesian method based on MCMC for ALT under EW...
Persistent link: https://www.econbiz.de/10014800490
In this paper, we extend the promotion cure rate model studied in Yakovlev and Tsodikov (1996) and Chen et al. (1999) by incorporating an excess of zeros in the modeling. Despite relating covariates to the cure fraction, the current approach does not enable us to relate covariates to the...
Persistent link: https://www.econbiz.de/10011988805
Persistent link: https://www.econbiz.de/10012534899
In survival analysis, the presence of elements not susceptible to the event of interest is very common. These elements lead to what is called a fraction cure, cure rate, or even long-term survivors. In this paper, we propose a unified approach using the negative binomial distribution for...
Persistent link: https://www.econbiz.de/10012610994
In this study, we propose to apply the transmuted log-logistic (TLL) model which is a generalization of log-logistic model, in a Bayesian context. The log-logistic model has been used it is simple and has a unimodal hazard rate, important characteristic in survival analysis. Also, the TLL model...
Persistent link: https://www.econbiz.de/10012611001
In this paper we extend the promotion cure rate model proposed by Chen et al. (1999), by incorporating excess of zeros in the modelling. Despite allowing to relate the covariates to the fraction of cure, the current approach, which is based on a biological interpretation of the causes that...
Persistent link: https://www.econbiz.de/10013014412
In this paper, we introduce a methodology based on zero-inflated long-term survival data in order to deal with fraud rate estimation in bank loan portfolios. Our approach enables us to accommodate three different types of loan borrowers, i.e., fraudsters, those who are susceptible to default...
Persistent link: https://www.econbiz.de/10013003567
This article proposes a method for measuring the latent risks involved in the recovery process of non-performing loans in financial institutions and/or business firms that deal with collection and recovery processes. To that end, we apply the competing risks model referred to in the literature...
Persistent link: https://www.econbiz.de/10013052009
In this paper we consider a parametric Weibull mixture cure model for modeling time to default on a personal loan portfolio in presence of disproportionate hazard rate. The main contribution of this paper is to evidence that mixture cure models are appropriate for non proportional sceneries,...
Persistent link: https://www.econbiz.de/10013056379