Browsing Teses e dissertações by Subject "Modelo mistura"

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    • Models for inflated data applied to credit risk analysis 

      Oliveira Júnior, Mauro Ribeiro de (Universidade Federal de São Carlos, UFSCar, Programa de Pós-Graduação em Estatística - PPGEs, Câmpus São Carlos, 27/09/2016)
      In this thesis, we introduce a methodology based on zero-inflated survival data for the purposes of dealing with propensity to default (credit risk) in bank loan portfolios. Our approach enables us to accommodate three ...