Probability of default estimation in credit risk using mixture cure models

  1. Peláez, R.
  2. Van Keilegom, I.
  3. Cao, R.
  4. Vilar, J.M.
Journal:
Computational Statistics and Data Analysis

ISSN: 0167-9473

Year of publication: 2024

Volume: 189

Type: Review

DOI: 10.1016/J.CSDA.2023.107853 GOOGLE SCHOLAR lock_openOpen access editor

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