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Multihorizon discrete time survival models
16 references·1 citing·42 second hop
Multihorizon discrete time survival models (2020)Multihorizon discrete time survival modelsForecasting and stress testing credit card default using dynamic models (2013)Forecasting and stress testin…Credit Risk Scorecards (2012)Credit Risk ScorecardsLoss given default models incorporating macroeconomic variables for credit cards (2011)Loss given default models inc…Credit scoring with macroeconomic variables using survival analysis (2008)Credit scoring with macroecon…Bayesian Age-Period-Cohort Modeling and Prediction -BAMP (2007)Bayesian Age-Period-Cohort Mo…Credit Risk Scorecards: Developing and Implementing Intelligent Credit Scoring (2005)Credit Risk Scorecards: Devel…The estimation of transition matrices for sovereign credit ratings (2002)The estimation of transition …Survival Analysis Methods for Personal Loan Data (2002)Survival Analysis Methods for…Ratings migration and the business cycle, with application to credit portfolio stress testing (2002)Ratings migration and the bus…Analyzing rating transitions and rating drift with continuous observations (2002)Analyzing rating transitions …Finding Generators for Markov Chains via Empirical Transition Matrices, with Applications to Credit Ratings (2001)Finding Generators for Markov…Not if but When will Borrowers Default (1999)Not if but When will Borrower…The Cohort as a Concept in the Study of Social Change (1985)The Cohort as a Concept in th…Cohort Analysis in Social Research (1985)Cohort Analysis in Social Res…The Estimation of Age, Period and Cohort Effects for Vital Rates (1983)The Estimation of Age, Period…The Cohort as a Concept in the Study of Social Change (1965)The Cohort as a Concept in th…Approaches for modelling the term-structure of default risk under IFRS 9: a tutorial using discrete-time survival analysis (2026)Approaches for modelling the …A Theory of the Consumption Function (1958)Understanding Consumption (1992)Understanding Interaction Models: Improving Empirical Analyses (2005)Mixture cure models in credit scoring: If and when borrowers default (2011)Time to default in credit scoring using survival analysis: a benchmark study (2016)The Mathematics of Financial Derivatives (1995)A survey of the issues in consumer credit modelling research (2005)Neural network survival analysis for personal loan data (2005)Vital statistics rates in the United States, 1940-1960 (1968)Identification and Estimation of Age-Period-Cohort Models in the Analysis of Discrete Archival Data (1979)Increasing Rates of Depression (1989)The Changing Rate of Major Depression (1992)2. A Methodological Comparison of Age-Period-Cohort Models: The Intrinsic Estimator and Conventional Generalized Linear Models (2004)Longitudinal and Cross-Sectional Sequences in the Study of Age and Generation Effects (2009)The Social System (1951)The Handbook of Social Psychology (1969)TOP MANAGEMENT TEAM DEMOGRAPHY AND CORPORATE STRATEGIC CHANGE. (1992)Time, Human Agency, and Social Change: Perspectives on the Life Course (1994)The Emergence and Development of Life Course Theory (2003)Childhood and Society (2026)A Markov Model for the Term Structure of Credit Risk Spreads (1997)On cox processes and credit risky securities (1998)Forecasting Bankruptcy More Accurately: A Simple Hazard Model (2001)The relationship between credit default swap spreads, bond yields, and credit rating announcements (2004)Common Failings: How Corporate Defaults Are Correlated (2007)Frailty Correlated Default (2009)On the Pricing of Corporate Debt: The Risk Structure of Interest Rates (1974)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)How rating agencies achieve rating stability (2004)Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model (2004)Macroeconomic and bank-specific determinants of non-performing loans in Greece: A comparative study of mortgage, business and consumer loan portfolios (2011)Measurement, estimation and comparison of credit migration matrices (2004)Homogeneous semi-Markov reliability models for credit risk management* (2006)Dynamic portfolio choice under ambiguity and regime switching mean returns (2010)Practical Issues in Structural Modeling (1987)Social Inequalities in Happiness in the United States, 1972 to 2004: An Age-Period-Cohort Analysis (2008)Generation Y vs. Baby Boomers: Shopping behavior, buyer involvement and implications for retailing (2013)Credit scoring using the clustered support vector machine (2014)A comparative analysis of data preparation algorithms for customer churn prediction: A case study in the telecommunication industry (2016)The Principles and Limits of Algorithm-in-the-Loop Decision Making (2019)Cumulative Advantage/Disadvantage and the Life Course: Cross-Fertilizing Age and Social Science Theory (2003)
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  • 2012Credit Risk Scorecards

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127 cited
  • 2007Bayesian Age-Period-Cohort Modeling and Prediction -BAMP111 cited
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    • 2026Approaches for modelling the term-structure of default risk under IFRS 9: a tutorial using discrete-time survival analysis10 cited