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Quantitative Finance Volume 19, 2019 - Issue 7
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Research Papers

A new mixture cure model under competing risks to score online consumer loans

Nailong ZhangMassachusetts Mutual Life Insurance Company, 60 Madison Ave, New York, NY, USACorrespondence[email protected] [email protected]
,
Qingyu YangIndustrial & Systems Engineering Dept., Wayne State University, Detroit, MI, USA
,
Aidan KelleherNexlend Capital Partners, 420 Lexington Ave, New York, NY, USA
&
Wujun SiIndustrial, Systems & Manufacturing Engineering Dept., Wichita State University, Wichita, KS, USA
Pages 1243-1253 | Received 10 Jan 2018, Accepted 14 Nov 2018, Published online: 18 Jan 2019

Citations (9)

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Read on this site (2)

Halina Frydman, Anna Matuszyk, Chang Li & Weicheng Zhu. (2021) A new framework for examining creditworthiness of borrowers: the mover-stayer model with covariate and macroeconomic effects. Quantitative Finance 21:9, pages 1491-1499.
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Xuan Li, Yincai Tang & Ancha Xu. (2020) Objective Bayesian analysis of Weibull mixture cure model. Quality Engineering 32:3, pages 449-464.
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Articles from other publishers (7)

Randika Theo Mayrendra & Ahmad Suryono. (2023) Analisis Yuridis Peran OJK dalam Melakukan Perlindungan Hukum Korban Pinjaman Online Berdasarkan Peraturan Otoritas Jasa Keuangan Nomor 77/Pojk.1/2016. Journal of Contemporary Law Studies 1:1.
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Yuan Yuan & Ran Tao. (2023) Prepayment and credit utilization in peer-to-peer lending. Managerial Finance 49:12, pages 1849-1864.
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Zhiyong Li, Aimin Li, Anthony Bellotti & Xiao Yao. (2023) The profitability of online loans: A competing risks analysis on default and prepayment. European Journal of Operational Research 306:2, pages 968-985.
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Chao Cai, Bryan L. Love, Ismaeel Yunusa & Claiborne E. Reeder. (2022) Applying mixture cure survival modeling to medication persistence analysis. Pharmacoepidemiology and Drug Safety 31:7, pages 788-795.
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Qi Yang, Haijin He, Bin Lu & Xinyuan Song. (2022) Mixture additive hazards cure model with latent variables: Application to corporate default data. Computational Statistics & Data Analysis 167, pages 107365.
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Chenlu Zheng, Jianping Zhu, Xinyan Fan, Song Chen & Zhiyuan Zhang. (2022) Promoting Variable Effect Consistency in Mixture Cure Model for Credit Scoring. Discrete Dynamics in Nature and Society 2022, pages 1-13.
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Christian Lohmann & Thorsten Ohliger. (2020) Using accounting‐based and loan‐related information to estimate the cure probability of a defaulted company. European Financial Management.
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