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A new mixture cure model under competing risks to score online consumer loans
- Source :
- Quantitative Finance. 19:1243-1253
- Publication Year :
- 2019
- Publisher :
- Informa UK Limited, 2019.
-
Abstract
- In credit scoring, survival analysis models have been widely applied to answer the question as to whether and when an applicant would default. In this paper, we propose a novel mixture cure proport...
Details
- ISSN :
- 14697696 and 14697688
- Volume :
- 19
- Database :
- OpenAIRE
- Journal :
- Quantitative Finance
- Accession number :
- edsair.doi...........35bd70317da57e96c260e7aa20d7fa1f