Advanced search
Publication Cover
Cogent Economics & Finance Volume 5, 2017 - Issue 1
Submit an article Journal homepage
1,733
Views
4
CrossRef citations to date
0
Altmetric
Research Article

The zero-inflated promotion cure rate model applied to financial data on time-to-default

Mauro Ribeiro de Oliveira JrCaixa Econômica Federal, Brasília, BrasilCorrespondence[email protected]
View further author information
,
Fernando MoreiraCredit Research Centre, University of Edinburgh Business School, Edinburgh, UKView further author information
&
Francisco LouzadaInstitute of Mathematical Science and Computing, University of São Paulo, São Paulo, BrasilView further author information
|
Caroline ElliottAston University, UKView further author information
(Reviewing Editor)
Article: 1395950 | Received 30 Nov 2016, Accepted 13 Oct 2017, Published online: 03 Nov 2017

Citations (4)

Keep up to date with the latest research on this topic with citation updates for this article.

Subscribe to citation updates

Read on this site (2)

Hayala Cristina Cavenague de Souza, Francisco Louzada, Mauro Ribeiro de Oliveira, Bukola Fawole, Adesina Akintan, Lawal Oyeneyin, Wilfred Sanni & Gleici da Silva Castro Perdoná. (2022) The Log-Normal zero-inflated cure regression model for labor time in an African obstetric population. Journal of Applied Statistics 49:9, pages 2416-2429.
Read now
Vinicius F. Calsavara, Agatha S. Rodrigues, Ricardo Rocha, Francisco Louzada, Vera Tomazella, Ana C. R. L. A. Souza, Rafaela A. Costa & Rossana P. V. Francisco. (2019) Zero-adjusted defective regression models for modeling lifetime data. Journal of Applied Statistics 46:13, pages 2434-2459.
Read now

Articles from other publishers (2)

Janette Larney, James Samuel Allison, Gerrit Lodewicus Grobler & Marius Smuts. (2023) Modelling the Time to Write-Off of Non-Performing Loans Using a Promotion Time Cure Model with Parametric Frailty. Mathematics 11:10, pages 2228.
Crossref
Ruey-Ching Hwang, Chih-Kang Chu & Kaizhi Yu. (2020) Predicting the Loss Given Default Distribution with the Zero-Inflated Censored Beta-Mixture Regression that Allows Probability Masses and Bimodality. Journal of Financial Services Research 59:3, pages 143-172.
Crossref

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.