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A new mixture cure model under competing risks to score online consumer loans

Authors :
Aidan Kelleher
Nailong Zhang
Wujun Si
Qingyu Yang
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