The stability of survival model parameter estimates for predicting the probability of default: Empirical evidence over the credit crisis

M Leow, J Crook - European Journal of Operational Research, 2016 - Elsevier
Using a large portfolio of credit card loans observed between 2002 and 2011 provided by a
major UK bank, we investigate the stability of the parameter estimates of discrete survival …
被引用次数：40 相关文章

The stability of survival model parameter estimates for predicting the probability of default: Empirical evidence over the credit crisis

M Leow, J Crook - European Journal of Operational Research, 2016 - infona.pl
Using a large portfolio of credit card loans observed between 2002 and 2011 provided by a
major UK bank, we investigate the stability of the parameter estimates of discrete survival …

The stability of survival model parameter estimates for predicting the probability of default: Empirical evidence over the credit crisis

M Leow, J Crook - European Journal of Operational Research, 2016 - ideas.repec.org
Using a large portfolio of credit card loans observed between 2002 and 2011 provided by a
major UK bank, we investigate the stability of the parameter estimates of discrete survival …
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[PDF][PDF] The Stability of Survival Model Parameter Estimates for Predicting the Probability of Default: Empirical Evidence over the Credit Crisis

M Leow, J Crook - 2013 - research.ed.ac.uk
Using a large portfolio of credit card loans observed between 2002 and 2011 provided by a
major UK bank, we investigate the stability of the parameter estimates of discrete survival …

The stability of survival model parameter estimates for predicting the probability of default: Empirical evidence over the credit crisis

M Leow, J Crook - European Journal of Operational Research, 2016 - econpapers.repec.org
Using a large portfolio of credit card loans observed between 2002 and 2011 provided by a
major UK bank, we investigate the stability of the parameter estimates of discrete survival …