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...

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,...