A hierarchical mixture cure model with unobserved heterogeneity for credit risk

Lore Dirick, Gerda Claeskens, Andrey Vasnev and Bart Baesens

No 665250, Working Papers of Department of Decision Sciences and Information Management, Leuven from KU Leuven, Faculty of Economics and Business (FEB), Department of Decision Sciences and Information Management, Leuven

Date: 2020-12-01
Note: paper number KBI_2007
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Forthcoming in FEB Research Report KBI_2007

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Journal Article: A hierarchical mixture cure model with unobserved heterogeneity for credit risk (2022)
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