scholarly journals The Zero-Inflated Cure Rate Regression Model: Applications to Fraud Detection in Bank Loan Portfolios

2015 ◽  
Author(s):  
Francisco Louzada ◽  
Mauro R de Oliveira Jr ◽  
Fernando F Moreira
Keyword(s):  
Regression Model ◽  
Fraud Detection ◽  
Bank Loan ◽  
Cure Rate ◽  
Loan Portfolios

Hazard regression model and cure rate model in colon cancer relative survival trends: are they telling the same story?

2008 ◽  
Vol 23 (4) ◽  
pp. 251-259 ◽  
Author(s):  
Theodora Bejan-Angoulvant ◽  
Anne-Marie Bouvier ◽  
Nadine Bossard ◽  
Aurelien Belot ◽  
Valérie Jooste ◽  
...  
Keyword(s):  
Colon Cancer ◽  
Regression Model ◽  
Relative Survival ◽  
Rate Model ◽  
Cure Rate ◽  
Hazard Regression ◽  
Cure Rate Model

scholarly journals Predicting the cure rate of breast cancer using a new regression model with four regression structures

2017 ◽  
Vol 27 (11) ◽  
pp. 3207-3223 ◽  
Author(s):  
Thiago G Ramires ◽  
Gauss M Cordeiro ◽  
Michael W Kattan ◽  
Niel Hens ◽  
Edwin MM Ortega
Keyword(s):  
Breast Carcinoma ◽  
Regression Model ◽  
Additive Model ◽  
Real Data ◽  
Cure Rate ◽  
Time Model ◽  
Data Set ◽  
Explanatory Variables ◽  
Diagnostic Measures ◽  
Cure Fraction

Cure fraction models are useful to model lifetime data with long-term survivors. We propose a flexible four-parameter cure rate survival model called the log-sinh Cauchy promotion time model for predicting breast carcinoma survival in women who underwent mastectomy. The model can estimate simultaneously the effects of the explanatory variables on the timing acceleration/deceleration of a given event, the surviving fraction, the heterogeneity, and the possible existence of bimodality in the data. In order to examine the performance of the proposed model, simulations are presented to verify the robust aspects of this flexible class against outlying and influential observations. Furthermore, we determine some diagnostic measures and the one-step approximations of the estimates in the case-deletion model. The new model was implemented in the generalized additive model for location, scale and shape package of the R software, which is presented throughout the paper by way of a brief tutorial on its use. The potential of the new regression model to accurately predict breast carcinoma mortality is illustrated using a real data set.

scholarly journals The development of bank lending to corporate clients in Ukraine in times of economic cycles

2017 ◽  
pp. 72-87 ◽  
Author(s):  
Yaroslav Chaikovskyi
Keyword(s):  
Interest Rates ◽  
Economic Activity ◽  
Bank Lending ◽  
Bank Loans ◽  
Bank Loan ◽  
Economic Activities ◽  
Economic Cycles ◽  
Loan Portfolios ◽  
Major Factors ◽  
Corporate Clients

The article considers bank lending to corporate clients in Ukraine overcoming the issues related to economic cycles. The dynamics of gross domestic product, total assets, and credit portfolios of Ukraine’s banks over the period between 2012 and 2016 is analyzed. The changes in the composition of bank loans to non-financial corporations are analyzed in terms of scheduled payments, forms of currencies, target allocation and economic activities. Additionally, the dynamics and composition of residents’ deposits mobilized by deposit-taking corporations are considered in terms of scheduled payments over the above period. The major factors that hinder the recovery of bank lending to corporate clients are identified. It is highlighted that the main obstacles to the development of banking lending to corporate clients in Ukraine in times of economic cycles are as follows: high interest rates; a significant percentage of unprofitable enterprises and loan arrears in bank loan portfolios; an increase of non-performing loans (NPL); the fact that banks, having sufficient liquidity for lending to economy-boosting projects, prefer to purchase government securities; corrupt practices of granting loans to affiliated companies (insider loans). The percentage of unprofitable enterprises in Ukraine in 2016 is determined and analyzed by type of economic activity. Based on the analysis performed, some assumptions are made about the trends of the development of bank lending to corporate clients in Ukraine and proposals on further harmonization of bank lending to corporate clients in times of economic cycles are set out.

Does focus strategy work? A study of bank loan portfolios in Indonesia

2019 ◽  
Vol 13 (3) ◽  
pp. 450-471
Author(s):  
Apriani Dorkas Rambu Atahau ◽  
Tom Cronje
Keyword(s):  
Bank Lending ◽  
Bank Loan ◽  
Content Type ◽  
Loan Portfolios ◽  
Bank Ownership ◽  
Lending Policy ◽  
Focus Strategy ◽  
The Impact ◽  
Positive Effect ◽  
Ownership Types

PurposeThe purpose of this paper is to determine the impact of loan concentration on the returns of Indonesian banks and examines whether bank ownership types affect the relationship between concentration and returns.Design/methodology/approachThis research uses heuristic measures of concentration: The Hirschman–Herfindahl index and Deviation from Aggregated Averages are applied to Indonesian banks across all sectors. The data covers the pre and post global financial crises periods from 2003-2011 for 109 commercial banks in Indonesia. Panel feasible generalised least squares analysis was applied.FindingsThe findings show that loan concentration increases bank returns. The positive effect of concentration on returns tends to be more significant for domestic-owned banks. In addition, the interaction effect shows that the positive effect of concentration on returns is less for foreign-owned banks.Research limitations/implicationsThe Indonesian central bank changes to the reporting format of sectoral loan allocation by banks since 2012 in terms of the Indonesian Banking Statistics Details of Enhancement matrix requires separate data analysis for 2012 onwards. The findings of this paper could be enhanced by more detailed data like interest rate expenses and bank level sectoral non-performing loans data.Practical implicationsThe findings suggest that a focus strategy provides better returns. Moreover, bank ownership types is an important factor to consider when setting a bank lending policy.Originality/valueThis paper is among the few studies where different measures of loan concentration in combination with measures of return are applied in Indonesia as an emerging Asian country. The research also provides evidence of the impact of concentration on the interest earnings of the loan portfolios of banks in addition to return on assets and return on equity that are generally applied as measures of return in previous research.

Incorporation of frailties into a cure rate regression model and its diagnostics and application to melanoma data

2018 ◽  
Vol 37 (29) ◽  
pp. 4421-4440 ◽  
Author(s):  
Jeremias Leão ◽  
Víctor Leiva ◽  
Helton Saulo ◽  
Vera Tomazella
Keyword(s):  
Regression Model ◽  
Cure Rate
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