"Probability of default estimation in credit risk using mixture cure models."

Rebeca Peláez et al. (2024)

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DOI: 10.1016/J.CSDA.2023.107853

access: open

type: Journal Article

metadata version: 2024-05-07

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Rebeca Peláez, Ingrid Van Keilegom, Ricardo Cao, Juan Manuel Vilar:
Probability of default estimation in credit risk using mixture cure models. Comput. Stat. Data Anal. 189: 107853 (2024)

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