01228nam a22001937a 4500 311837 20260707210020.0 311837 283093 171206b xxu||||| |||| 00| 0 eng d HG3751.O46 2017 Omoga, Allan Anyona 405932 Predictive modeling in credit risk: a survival analysis case Nairobi Strathmore University 2017 viii,39p; 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. URI Credit risk modeling 405933 Samuel Mwalili (Prof.) 405934 https://su-plus.strathmore.edu.ezproxy.library.strathmore.edu/handle/11071/5622 lcc TH MWK MSc-SS