Browsing Research and Publications by Subject "Cox proportional hazards model"
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Modelling credit risk for personal loans: Cox Proportional Hazards Model Approach
(Pushpa Publishing House, 2012-08)A proportional hazards model approach was adopted to estimate risk of default for loan applicants. A sample of 500 applicants was observed for 36 months. The life of the account is measured from the month, it was opened ...