Browsing Strathmore Institute of Mathematical Sciences (SIMs) by Subject "Credit risks"
Now showing items 1-1 of 1
-
Comparison of survival analysis approaches to modelling credit risks
(Strathmore University, 2019)Credit risk is a critical area in finance and has drawn considerable research attention. As such, survival analysis has widely been used in credit risk, in particular, to model debt's time to default mechanisms. In this ...