Tag: survival analysis

2014

Default prediction for SME using discriminant and survival models, evidence from Polish market
Authors: A. Ptak-Chmielewska & A. Matuszyk, 13 pages #Altman, #AUC, #AUROC, #Poland, #SME, #survival analysis - Credit risk Finance

2012

Survival analysis
Authors: P.D. Allison, 12 pages #survival, #survival analysis - Credit risk Finance

2007

Credit scoring with macroeconomic variables using survival analysis
Authors: Tony Bellotti, Jonathan Crook, Credit Research Centre Management School and Economics, University of Edinburgh, 19 pages #cox model, #credit cards, #survival analysis - Credit risk Finance

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