3 papers
stat.ME2015
The zero-inflated promotion cure rate regression model applied to fraud propensity in bank loan applications
Francisco Louzada, Mauro R. de Oliveira, Fernando F. Moreira
In this paper we extend the promotion cure rate model proposed by Chen et al (1999), by incorporating excess of zeros in the modelling. Despite allowing to relate the covariates to…
stat.ME2015
The zero-inflated cure rate regression model: Applications to fraud detection in bank loan portfolios
Francisco Louzada, Mauro R. de Oliveira, Fernando F. Moreira
In this paper, we introduce a methodology based on the zero-inflated cure rate model to detect fraudsters in bank loan applications. In fact, our approach enables us to accommodate…
stat.AP2014
An Evidence of Link between Default and Loss of Bank Loans from the Modeling of Competing Risks
Mauro R. Oliveira, Francisco Louzada
In this paper, we propose a method that provides a useful technique to compare relationship between risks involved that takes customer become defaulter and debt collection process…