A nested copula duration model for competing risks with multiple spells.

Simon M. S. Lo Enno Mammen Ralf Andreas Wilke

Published in: Comput. Stat. Data Anal. (2020)

Keyphrases

probabilistic model
computational model
high level
sensitivity analysis
neural network model
real time
neural network
learning algorithm
similarity measure
mathematical model
formal model
prediction model
multiple models