Predictive modeling in credit risk: a survival analysis case (Record no. 311837)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01228nam a22001937a 4500 |
| 001 - CONTROL NUMBER | |
| control field | 311837 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20260707210020.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 171206b xxu||||| |||| 00| 0 eng d |
| 050 ## - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | HG3751.O46 2017 |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Omoga, Allan Anyona |
| 9 (RLIN) | 405932 |
| 245 ## - TITLE STATEMENT | |
| Title | Predictive modeling in credit risk: a survival analysis case |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication, distribution, etc | Nairobi |
| Name of publisher, distributor, etc | Strathmore University |
| Date of publication, distribution, etc | 2017 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | viii,39p; |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | Six survival analysis techniques are accessed by applying the techniques to a dataset consisting of 33,238 active credit facilities from a financial institution operating in Kenya. Namely, the Accelerated Failure Time (AFT) Models, Cox proportional hazard (PH) Model and the Mixture Cure Model (MCM) are considered in the comparisons. Evaluation of the techniques is conducted from a Statistical approach evaluation using the Area under the Curve (AUC) and financial evaluation using the annuity theory. The Cox Proportional Hazard (PH) and the Mixture cure model performs significantly well.<br/>URI |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Credit risk modeling |
| 9 (RLIN) | 405933 |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Samuel Mwalili (Prof.) |
| 9 (RLIN) | 405934 |
| 856 ## - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | https://su-plus.strathmore.edu.ezproxy.library.strathmore.edu/handle/11071/5622 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Library of Congress Classification |
| Item type | Thesis |
| CIN (SU) | MWK |
| Course Code | Master of Science in Statistical Science |
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