Discrete-Time Survival Models with Neural Networks for Age–Period–Cohort Analysis of Credit Risk
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- Gamba-Santamaria, Santiago & Melo-Velandia, Luis Fernando & Orozco-Vanegas, Camilo, 2024. "Decomposition of non-performing loans dynamics into a debt-servicing capacity and a risk taking indicators," The Quarterly Review of Economics and Finance, Elsevier, vol. 96(C).
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Keywords
credit risk; survival model; neural network; age–period–cohort;All these keywords.
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