[Abstract] For a fixed time, t, and a horizon time, b, the probability of default (PD) measures the probability that an obligor, that has paid his/her credit until time t, runs into arrears not later that time t+b. This ...

[Abstract]: An estimator of the probability of default (PD) in credit risk is proposed. It is derived from a nonparametric conditional survival function estimator based on cure models. Asymptotic expressions for the bias ...

[Abstract]: In classical survival analysis, it is assumed that all the individuals will experience the event of interest. However, if there is a proportion of subjects who will never experience the event, then a standard ...

[Abstract] Nonparametric estimation methods for the cure rate and the distribution of the failure time of uncured subjects with covariates for censored survival data have attracted much attention in the last few years. To ...

[Abstract]: We thank all discussants for their insightful comments on our paper [López-Cheda, A., Peng, Y. & Jácome, M.A. Nonparametric estimation in mixture cure models with covariates. TEST 32, 467–495 (2023). ...

[Abstract]: A completely nonparametric method for the estimation of mixture cure models is proposed. A nonparametric estimator of the incidence is extensively studied and a nonparametric estimator of the latency is presented. ...

[Abstract]: In lifetime data, like cancer studies, there may be long term survivors, which lead to heavy censoring at the end of the follow-up period. Since a standard survival model is not appropriate to handle these data, ...

[Abstract]: A short introduction to survival analysis and censored data is included in this paper. A thorough literature review in the field of cure models has been done. An overview on the most important and recent ...

[Abstract]: A nonparametric latency estimator for mixture cure models is studied in this paper. An i.i.d. representation is obtained, the asymptotic mean squared error of the latency estimator is found, and its asymptotic ...

[Abstract]: This paper discusses the invited paper by López-Cheda, Peng and Jácome on nonparametric mixture cure models with covariates. An alternative estimation procedure is proposed in this context. The situation when ...