Random Survival Forests Models for SME Credit Risk Measurement-Reference-Cited by-同舟云学术

Random Survival Forests Models for SME Credit Risk Measurement

Published:2008-05-01 Issue:1 Volume:11 Page:29-45
ISSN:1387-5841
Container-title:Methodology and Computing in Applied Probability
language:en
Short-container-title:Methodol Comput Appl Probab

Author:

Fantazzini Dean,Figini Silvia

Publisher

Springer Science and Business Media LLC

Subject

General Mathematics,Statistics and Probability

Link

http://link.springer.com/content/pdf/10.1007/s11009-008-9078-2.pdf

Reference41 articles.

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3. Altman E, Sabato G (2006) Modeling credit risk for SMEs: evidence from the US market. ABACUS 19(6):716–723

4. Altman EI, Haldeman R, Narayanan P (1977) ZETA analysis: a new model to identify bankruptcy risk of corporations. J Bank Financ 1:29–54

5. Bamber D (1975) The area above the ordinal dominance graph and the area below the receiver operating characteristic graph. J Math Psychol 12:387–415

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