The aim of this paper is to propose a survival credit risk model that jointly accommodates
three types of time-to-default found in bank loan portfolios. It leads to a new framework that …

A mixture additive hazards cure model with latent variables is proposed to investigate the
risk factors of the corporate default issue with a sample of corporate bonds from the Chinese …

This research mainly aims to develop a generalized cure rate model, estimate the proportion
of cured patients and their survival rate, and identify the risk factors associated with …

In this paper, we extend the promotion cure rate model studied in Yakovlev and Tsodikov
(1996) and Chen et al.(1999) by incorporating an excess of zeros in the modeling. Despite …

We propose a novel method for predicting time-to-event data in the presence of cure
fractions based on flexible survival models integrated into a deep neural network (DNN) …

Sažetak The assessment of retailers' credit risk is a complex task in which financial risks
enable different behaviour mechanisms and this adds to the complexity of the problem. The …

In this paper, we introduce a methodology based on the zero-inflated cure rate model to
detect fraudsters in bank loan applications. In fact, our approach enables us to …

In this thesis, we introduce a methodology based on zero-inflated survival data for the
purposes of dealing with propensity to default (credit risk) in bank loan portfolios. Our …

We propose a new class of survival models for time-to-event data with a cure fraction. This
new model is an extension of the promotion time cure rate model. Furthermore, we extend …

Recently, researchers allow the analysis of the survival function of disease by the
examination of the cure fraction. The extant literature discovers that the cure rate model is …