Omoga, Allan Anyona creator Samuel Mwalili (Prof.) text xxu Nairobi Strathmore University 2017 monographic eng

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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 HG3751.O46 2017 https://su-plus.strathmore.edu.ezproxy.library.strathmore.edu/handle/11071/5622 https://su-plus.strathmore.edu.ezproxy.library.strathmore.edu/handle/11071/5622 171206 20260707210020.0 311837