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Joint modeling: an application in behavioural scoring
16 references·1 citing·39 second hop
Joint modeling: an application in behavioural scoring (2018)Joint modeling: an application in behavio…Empirical comparison of hazard models in predicting SMEs failure (2017)Empirical comparison of hazar…Time to default in credit scoring using survival analysis: a benchmark study (2016)Time to default in credit sco…Spline based survival model for credit risk modeling (2016)Spline based survival model f…Benchmarking state-of-the-art classification algorithms for credit scoring: An update of research (2015)Benchmarking state-of-the-art…The stability of survival model parameter estimates for predicting the probability of default: Empirical evidence over the credit crisis (2014)The stability of survival mod…Retail credit stress testing using a discrete hazard model with macroeconomic factors (2013)Retail credit stress testing …Forecasting and stress testing credit card default using dynamic models (2013)Forecasting and stress testin…Mixture cure models in credit scoring: If and when borrowers default (2011)Mixture cure models in credit…A time-dependent proportional hazards survival model for credit risk analysis (2011)A time-dependent proportional…Comparisons of linear regression and survival analysis using single and mixture distributions approaches in modelling LGD (2010)Comparisons of linear regress…Modelling credit risk of portfolio of consumer loans (2009)Modelling credit risk of port…Credit scoring with macroeconomic variables using survival analysis (2008)Credit scoring with macroecon…Comparison procedure of predicting the time to default in behavioural scoring (2008)Comparison procedure of predi…Neural network survival analysis for personal loan data (2005)Neural network survival analy…Survival Analysis Methods for Personal Loan Data (2002)Survival Analysis Methods for…Not if but When will Borrowers Default (1999)Not if but When will Borrower…Approaches for modelling the term-structure of default risk under IFRS 9: a tutorial using discrete-time survival analysis (2026)Approaches for modelling the …ZETATM analysis A new model to identify bankruptcy risk of corporations (1977)Market Segmentation: Conceptual and Methodological Foundations (1997)What Do We Know About Loss Given Default? (2004)A zero-adjusted gamma model for mortgage loan loss given default (2013)Box office forecasting using machine learning algorithms based on SNS data (2015)Forecasting recovery rates on non-performing loans with machine learning (2020)An Empirical Analysis of Personal Bankruptcy and Delinquency (2002)Macroeconomic Dynamics and Credit Risk: A Global Perspective (2006)A framework for assessing the systemic risk of major financial institutions (2009)A new dynamic modeling framework for credit risk assessment (2015)E.T.-RNN (2019)A Theory of the Consumption Function (1958)Understanding Consumption (1992)Understanding Interaction Models: Improving Empirical Analyses (2005)Credit Scoring and Its Applications (2002)Benchmarking state-of-the-art classification algorithms for credit scoring (2003)Credit Scoring and Its Applications (2017)Deep Learning for Mortgage Risk (2018)Utilization of artificial intelligence in the banking sector: a systematic literature review (2022)The Mathematics of Financial Derivatives (1995)A survey of the issues in consumer credit modelling research (2005)Quantitative Methods in Credit Management: A Survey (1994)Credit Risk Drivers: Evaluating the Contribution of Firm Level Information and of Macroeconomic Dynamics (2006)A Concordance Correlation Coefficient to Evaluate Reproducibility (1989)Basel Committee On Banking Supervision (2010)An artificial intelligence system for predicting customer default in e-commerce (2018)Mining Semantic Soft Factors for Credit Risk Evaluation in Peer-to-Peer Lending (2020)FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)Determinants of corporate borrowing (1977)Financial Ratios and the Probabilistic Prediction of Bankruptcy (1980)Impact of market-based finance on SMEs failure (2017)Can machine learning approaches predict corporate bankruptcy? Evidence from a qualitative experimental design (2019)Innovation, firm survival and productivity: the state of the art (2020)A boosted decision tree approach using Bayesian hyper-parameter optimization for credit scoring (2017)'It's Reducing a Human Being to a Percentage' (2018)Machine Learning and Natural Language Processing in Mental Health: Systematic Review (2020)A Novel behavioral scoring model for estimating probability of default over time in peer-to-peer lending (2017)Computational approaches and data analytics in financial services: A literature review (2019)A survival analysis of public guaranteed loans: Does financial intermediary matter? (2021)
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References

  • 2015Benchmarking state-of-the-art classification algorithms for credit scoring: An update of research1,277 cited
  • 2002Survival Analysis Methods for Personal Loan Data266 cited
  • 2008Credit scoring with macroeconomic variables using survival analysis232 cited
  • 1999Not if but When will Borrowers Default191 cited
  • 2005Neural network survival analysis for personal loan data145 cited
  • 2013Forecasting and stress testing credit card default using dynamic models129 cited
  • 2011Mixture cure models in credit scoring: If and when borrowers default127 cited
  • 2016Time to default in credit scoring using survival analysis: a benchmark study120 cited
  • 2010Comparisons of linear regression and survival analysis using single and mixture distributions approaches in modelling LGD96 cited
  • 2017Empirical comparison of hazard models in predicting SMEs failure75 cited
  • 2009Modelling credit risk of portfolio of consumer loans61 cited
  • 2011A time-dependent proportional hazards survival model for credit risk analysis41 cited
  • 2008Comparison procedure of predicting the time to default in behavioural scoring40 cited
  • 2013Retail credit stress testing using a discrete hazard model with macroeconomic factors38 cited
  • 2016

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Spline based survival model for credit risk modeling
36 cited
  • 2014The stability of survival model parameter estimates for predicting the probability of default: Empirical evidence over the credit crisis33 cited
  • Cited by

    • 2026Approaches for modelling the term-structure of default risk under IFRS 9: a tutorial using discrete-time survival analysis10 cited