Dynamic survival models with varying coefficients for credit risks.

Viani Biatat Djeundje Jonathan Crook

Published in: Eur. J. Oper. Res. (2019)

Keyphrases

risk management
risk analysis
statistical models
risk evaluation
experimental data
parameter estimation
data mining
dynamic environments
model selection
least squares
prior knowledge
statistical methods
neural network model
risk assessment
neural network
accurate models
autoregressive model
database