Browsing Natural and Agricultural Sciences by Subject "Survival analysis"
Now showing items 1-3 of 3
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Estimation techniques for deriving the Basel and IFRS 9 LGD estimates on retail bank portfolios
(North-West University (South Africa), 2019)A stable financial system is essential for growth in banks. A financial crisis can damage banks, as was seen in the financial crisis of 2008. Banks are subject to government regulation to reduce the risk of future financial ... -
Goodness-of-fit testing in survival models
(North-West University (South Africa), 2020)The statistical analysis of lifetime data is an important topic in many areas, such as the biomedical and engineering sciences. The main objective in many of these studies is to examine the relationship between lifetimes ... -
An investigation into Loss Given Default modelling and Economic Capital for Recovery Risk
(North-West University (South Africa), 2023)Risk management in the credit risk environment has advanced considerably over the last few decades. During the same time, statistical models developed for this purpose have grown in variety and sophistication. Initially, ...