The zero-inflated promotion cure rate model applied to financial data on time-to-default
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DOI: 10.1080/23322039.2017.1395950
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References listed on IDEAS
- Tong, Edward N.C. & Mues, Christophe & Thomas, Lyn C., 2012. "Mixture cure models in credit scoring: If and when borrowers default," European Journal of Operational Research, Elsevier, vol. 218(1), pages 132-139.
- Ospina, Raydonal & Ferrari, Silvia L.P., 2012. "A general class of zero-or-one inflated beta regression models," Computational Statistics & Data Analysis, Elsevier, vol. 56(6), pages 1609-1623.
- Rodrigues, Josemar & Cancho, Vicente G. & de Castro, Mrio & Louzada-Neto, Francisco, 2009. "On the unification of long-term survival models," Statistics & Probability Letters, Elsevier, vol. 79(6), pages 753-759, March.
- Li, Chin-Shang & Taylor, Jeremy M. G. & Sy, Judy P., 2001. "Identifiability of cure models," Statistics & Probability Letters, Elsevier, vol. 54(4), pages 389-395, October.
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Cited by:
- Ruey-Ching Hwang & Chih-Kang Chu & Kaizhi Yu, 2021. "Predicting the Loss Given Default Distribution with the Zero-Inflated Censored Beta-Mixture Regression that Allows Probability Masses and Bimodality," Journal of Financial Services Research, Springer;Western Finance Association, vol. 59(3), pages 143-172, June.
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