Joint modeling: an application in behavioural scoring
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DOI: 10.1080/01605682.2018.1487821
Abstract: Abstract Survival analysis has become an appealing approach in credit scoring. It is able to readily incorporate time-dependent covariates and dynamically predict the survival probability. However, the difference between endogenous and exogenous covariates is ignored… read more here.
Keywords: joint modeling; performance; application behavioural; behavioural scoring ... See more keywords