Modelling the Time to Write-Off of Non-Performing Loans Using a Promotion Time Cure Model with Parametric Frailty
Modelling the outcome after loan default is receiving increasing attention, and survival analysis is particularly suitable for this purpose due to the likely presence of censoring in the data. In this study, we suggest that the time to loan write-off may be influenced by latent competing risks, as w...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2023-05-01
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| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/11/10/2228 |