1 citations · 2 across the 3 of their papers we have counts for
4 papers
Enhancing credit risk scorecards with transactional-based behavioural features
Dian Prinsloo, Tanja Verster, Neill Smit
Background: Credit risk modelling is fundamental in financial institutions, typically using credit history, repayment behaviour, income, and outstanding debt to estimate a borrower…
The impact of class imbalance in logistic regression models for low-default portfolios in credit risk
Willem D. Schutte, Charl Pretorius, Neill Smit +2
In this paper, we study how class imbalance, typical of low-default credit portfolios, affects the performance of logistic regression models. Using a simulation study with controll…
Bayes factors for accelerated life testing models
Neill Smit, Lizanne Raubenheimer
In Bayesian accelerated life testing, the most used tool for model comparison is the deviance information criterion. An alternative and more formal approach is to use Bayes factors…
A dual-stress Bayesian Weibull accelerated life testing model
Neill Smit, Lizanne Raubenheimer
In this paper, a Bayesian accelerated life testing model is presented. The Weibull distribution is used as the life distribution and the generalised Eyring model as the time transf…