Time to default in credit scoring using survival analysis: a benchmark study

Lore Dirick, Gerda Claeskens, Bart Baesens. Time to default in credit scoring using survival analysis: a benchmark study. JORS, 68(6):652-665, 2017. [doi]

@article{DirickCB17,
  title = {Time to default in credit scoring using survival analysis: a benchmark study},
  author = {Lore Dirick and Gerda Claeskens and Bart Baesens},
  year = {2017},
  doi = {10.1057/s41274-016-0128-9},
  url = {https://doi.org/10.1057/s41274-016-0128-9},
  researchr = {https://researchr.org/publication/DirickCB17},
  cites = {0},
  citedby = {0},
  journal = {JORS},
  volume = {68},
  number = {6},
  pages = {652-665},
}