Showing 1 - 4 of 4
Persistent link: https://www.econbiz.de/10008728777
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/10011854997
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
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