• Modelling consumer credit risk via survival analysis 

      Cao, Ricardo; Vilar Fernández, Juan Manuel; Devía, A. (Institut d'Estadística de Catalunya, 2009)
      Article
      Accés obert
      Credit risk models are used by financial companies to evaluate in advance the insolvency risk caused by credits that enter into default. Many models for credit risk have been developed over the past few decades. In this ...