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Lore Dirick
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Year
Time to default in credit scoring using survival analysis: a benchmark study
L Dirick, G Claeskens, B Baesens
Journal of the Operational Research Society 68, 652-665, 2017
1232017
An Akaike information criterion for multiple event mixture cure models
L Dirick, G Claeskens, B Baesens
European Journal of Operational Research 241 (2), 449-457, 2015
542015
Macro-economic factors in credit risk calculations: including time-varying covariates in mixture cure models
L Dirick, T Bellotti, G Claeskens, B Baesens
Journal of Business & Economic Statistics 37 (1), 40-53, 2019
432019
A hierarchical mixture cure model with unobserved heterogeneity for credit risk
L Dirick, G Claeskens, A Vasnev, B Baesens
Econometrics and Statistics 22, 39-55, 2022
92022
The prediction of time to default for personal loans using mixture cure models: including macro-economic factors
L Dirick, T Bellotti, G Claeskens, B Baesens
Proceedings of the Credit Scoring and Credit Control XIV conference, 0-0, 2015
12015
A new approach for variable selection in mixture cure models for prediction time of default
L Dirick, G Claeskens, B Baesens
Proceedings of the Credit Scoring and Credit Control XIII conference, 0-0, 2013
12013
Contributions to the analysis of credit risk data using advanced survival analysis techniques.
L Dirick
2015
Advances on the use of mixture cure models in the credit risk context
L Dirick, G Claeskens, B Baesens
CFE-ERCIM International Conference on Computational and Financial …, 2015
2015
Credit risk modeling using mixture cure models: variable selection and time-dependent covariates
L Dirick, G Claeskens, B Baesens
One-day workshop on multivariate survival data, Date: 2015/06/25-2015/06/25 …, 2015
2015
Modeling unobserved heterogeneity in mixture cure models
L Dirick, G Claeskens, A Vasnev, B Baesens
Meeting of the Belgian Statistical Society (BSS), Date: 2014/11/05-2014/11 …, 2014
2014
Using mixture cure models with unobserved heterogeneity for the analysis of credit loan data
L Dirick, G Claeskens, A Vasnev, B Baesens
International Conference on Computational Statistics (COMPSTAT 2014), Date …, 2014
2014
The analysis of credit risk data: an information criterion for multiple event mixture cure models
L Dirick, G Claeskens, B Baesens
LStat, Date: 2013/12/13-2013/12/14, Location: Leuven (Belgium), 2013
2013
The analysis of credit risk data: variable selection for a mixture cure model
L Dirick, G Claeskens, B Baesens
Workshop on Model Selection, Nonparametrics and Dependence Modeling, Date …, 2013
2013
Performing model selection in mixture cure models for the analysis of credit risk data
L Dirick, G Claeskens, B Baesens
European Meeting of Statisticians, Date: 2013/07/20-2013/07/25, Location …, 2013
2013
An Akaike information criterion for mixture cure models
L Dirick, G Claeskens
One day workshop on cure models. What If we don't all die?, Date: 2013/03/22 …, 2013
2013
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