{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2024,9,6]],"date-time":"2024-09-06T13:28:27Z","timestamp":1725629307095},"reference-count":0,"publisher":"EasyChair","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"abstract":"<jats:p>An estimator of the probability of default (PD) in credit risk is proposed. It is based on a nonparametric conditional survival function estimator for mixture cure models. Asymp- totic properties of the proposed estimator are proved. A simulation study shows the per- formance of the nonparametric estimator compared with other semiparametric methods. A real data analysis illustrates the practical behaviour.<\/jats:p>","DOI":"10.29007\/1j1h","type":"proceedings-article","created":{"date-parts":[[2023,2,16]],"date-time":"2023-02-16T23:10:14Z","timestamp":1676589014000},"page":"17-12","source":"Crossref","is-referenced-by-count":0,"title":["Nonparametric probability of default estimation in presence of cure fraction"],"prefix":"10.29007","volume":"14","author":[{"given":"Rebeca","family":"Pelaez","sequence":"first","affiliation":[]},{"given":"Ingrid","family":"Van Keilegom","sequence":"additional","affiliation":[]},{"given":"Ricardo","family":"Cao","sequence":"additional","affiliation":[]},{"given":"Juan Manuel","family":"Vilar","sequence":"additional","affiliation":[]}],"member":"11545","event":{"name":"Proceedings of V XoveTIC Conference. XoveTIC 2022"},"container-title":["Kalpa Publications in Computing"],"original-title":[],"deposited":{"date-parts":[[2023,2,16]],"date-time":"2023-02-16T23:10:15Z","timestamp":1676589015000},"score":1,"resource":{"primary":{"URL":"https:\/\/easychair.org\/publications\/paper\/r9Dn"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[null]]},"references-count":0,"URL":"https:\/\/doi.org\/10.29007\/1j1h","relation":{},"ISSN":["2515-1762"],"issn-type":[{"type":"print","value":"2515-1762"}],"subject":[]}}