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 | 123 | 2017 |
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 | 54 | 2015 |
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 | 43 | 2019 |
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 | 9 | 2022 |
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 | 1 | 2015 |
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 | 1 | 2013 |
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 |