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...

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...