A zero-inflated non default rate regression model for credit scoring data
F Louzada, FF Moreira… - … in Statistics-Theory and …, 2018 - Taylor & Francis
The aim of this paper is to propose a survival credit risk model that jointly accommodates
three types of time-to-default found in bank loan portfolios. It leads to a new framework that …
three types of time-to-default found in bank loan portfolios. It leads to a new framework that …
Mixture additive hazards cure model with latent variables: Application to corporate default data
Q Yang, H He, B Lu, X Song - Computational Statistics & Data Analysis, 2022 - Elsevier
A mixture additive hazards cure model with latent variables is proposed to investigate the
risk factors of the corporate default issue with a sample of corporate bonds from the Chinese …
risk factors of the corporate default issue with a sample of corporate bonds from the Chinese …
Generalized cure rate model for infectious diseases with possible co-infections
This research mainly aims to develop a generalized cure rate model, estimate the proportion
of cured patients and their survival rate, and identify the risk factors associated with …
of cured patients and their survival rate, and identify the risk factors associated with …
The zero-inflated promotion cure rate model applied to financial data on time-to-default
M Ribeiro de Oliveira Jr, F Moreira… - Cogent Economics & …, 2017 - Taylor & Francis
In this paper, we extend the promotion cure rate model studied in Yakovlev and Tsodikov
(1996) and Chen et al.(1999) by incorporating an excess of zeros in the modeling. Despite …
(1996) and Chen et al.(1999) by incorporating an excess of zeros in the modeling. Despite …
The Deep Promotion Time Cure Model
We propose a novel method for predicting time-to-event data in the presence of cure
fractions based on flexible survival models integrated into a deep neural network (DNN) …
fractions based on flexible survival models integrated into a deep neural network (DNN) …
An integrated approach of system dynamics simulation and fuzzy inference system for retailers' credit scoring
Sažetak The assessment of retailers' credit risk is a complex task in which financial risks
enable different behaviour mechanisms and this adds to the complexity of the problem. The …
enable different behaviour mechanisms and this adds to the complexity of the problem. The …
The zero-inflated cure rate regression model: Applications to fraud detection in bank loan portfolios
F Louzada, MR Oliveira Jr, FF Moreira - arxiv preprint arxiv:1509.05244, 2015 - arxiv.org
In this paper, we introduce a methodology based on the zero-inflated cure rate model to
detect fraudsters in bank loan applications. In fact, our approach enables us to …
detect fraudsters in bank loan applications. In fact, our approach enables us to …
Models for inflated data applied to credit risk analysis
MR Oliveira Júnior - 2016 - repositorio.ufscar.br
In this thesis, we introduce a methodology based on zero-inflated survival data for the
purposes of dealing with propensity to default (credit risk) in bank loan portfolios. Our …
purposes of dealing with propensity to default (credit risk) in bank loan portfolios. Our …
A new class of cure rate survival models: properties, inference and applications
We propose a new class of survival models for time-to-event data with a cure fraction. This
new model is an extension of the promotion time cure rate model. Furthermore, we extend …
new model is an extension of the promotion time cure rate model. Furthermore, we extend …
A novel generalized form of cure rate model for an infectious disease with co-infection
Recently, researchers allow the analysis of the survival function of disease by the
examination of the cure fraction. The extant literature discovers that the cure rate model is …
examination of the cure fraction. The extant literature discovers that the cure rate model is …