TY  - BOOK
AU  - Omoga, Allan Anyona
AU  - Samuel Mwalili (Prof.)
TI  - Predictive modeling in credit risk: a survival analysis case
AV  - HG3751.O46 2017 
PY  - 2017///
CY  - Nairobi
PB  - Strathmore University
KW  - Credit risk modeling
N2  - 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
UR  - https://su-plus.strathmore.edu.ezproxy.library.strathmore.edu/handle/11071/5622
ER  -