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Probability of default estimation in credit risk using mixture cure models.

Rebeca PeláezIngrid Van KeilegomRicardo CaoJuan Manuel Vilar
Published in: Comput. Stat. Data Anal. (2024)
Keyphrases
  • credit risk
  • probability distribution
  • credit risk evaluation
  • statistical models
  • information systems
  • probabilistic model
  • support vector machine
  • anomaly detection
  • intrusion detection