Multiple Event Incidence And Duration Analysis For Credit Data Incorporating Non‐Stochastic Loan Maturity
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- Gerlach, Richard & Vasnev, Andrey & Watkins, John, 2012. "Multiple Event Incidence and Duration Analysis for Credit Data Incorporating Non-Stochastic Loan Maturity," Working Papers 03/2013, University of Sydney Business School, Discipline of Business Analytics.
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Cited by:
- Ewa Wycinka & Tomasz Jurkiewicz, 2019. "Survival Regression Models For Single Events And Competing Risks Based On Pseudoobservations," Statistics in Transition New Series, Polish Statistical Association, vol. 20(1), pages 171-188, March.
- Ewa Wycinka, 2015. "Modelling Time to Default Or Early Repayment as Competing Risks (Modelowanie czasu do zaprzestania splat rat kredytu lub wczesniejszej splaty kredytu jako zdarzen konkurujacych )," Problemy Zarzadzania, University of Warsaw, Faculty of Management, vol. 13(55), pages 146-157.
- Dirick, Lore & Claeskens, Gerda & Vasnev, Andrey & Baesens, Bart, 2022.
"A hierarchical mixture cure model with unobserved heterogeneity for credit risk,"
Econometrics and Statistics, Elsevier, vol. 22(C), pages 39-55.
- Lore Dirick & Gerda Claeskens & Andrey Vasnev & Bart Baesens, 2020. "A hierarchical mixture cure model with unobserved heterogeneity for credit risk," Working Papers of Department of Decision Sciences and Information Management, Leuven 665250, KU Leuven, Faculty of Economics and Business (FEB), Department of Decision Sciences and Information Management, Leuven.
- Wycinka Ewa & Jurkiewicz Tomasz, 2019. "Survival Regression Models For Single Events And Competing Risks Based On Pseudo-Observations," Statistics in Transition New Series, Statistics Poland, vol. 20(1), pages 171-188, March.
- Dirick, Lore & Claeskens, Gerda & Baesens, Bart, 2015. "An Akaike information criterion for multiple event mixture cure models," European Journal of Operational Research, Elsevier, vol. 241(2), pages 449-457.
- Matthew Read & Chris Stewart & Gianni La Cava, 2014. "Mortgage-related Financial Difficulties: Evidence from Australian Micro-level Data," RBA Research Discussion Papers rdp2014-13, Reserve Bank of Australia.
- Lore Dirick & Gerda Claeskens & Bart Baesens, 2017. "Time to default in credit scoring using survival analysis: a benchmark study," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 68(6), pages 652-665, June.
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