[ABE-L] Ciclo de Seminarios PPGEst-UFRGS (Vera Tomazella - DES, UFSCAR - 27/06 às 13:30)

[RENATA ROJAS GUERRA]

Prezados,

Temos o prazer de convidar a todos para o terceiro seminário do Programa de
Pós-Graduação em Estatística da UFRGS (PPGEst-UFRGS)!
Informações abaixo:

*Palestrante:* Vera Tomazella (DES - UFSCAR)
*Data:* 27 de junho de 2023 (terça-feira)
*Horário:* 13h30min às 14h45min
*Link:* mconf.ufrgs.br/webconf/ppgest

*Título: *Gompertz zero-inflated cure rate regression models applied to
credit risk data

*Resumo:* In the financial market, it is important to consider that there
is a proportion of customers that have settled their debt in time zero,
immediately recovering their ability to pay. In this context, in this
paper, we propose a survival analysis methodology that allows the insertion
of times equal to zero in scenarios where credit risk is observed. The
proposed model addresses the survival analysis model of the zero-inflated
cure rate which incorporates the heterogeneity of three subgroups
(individuals having events in the initial time, and individuals not
susceptible and susceptible to the event). In our proposal, all available
survival data of customers are modeled considering that the number of
competitive causes follows a Poisson distribution and the baseline risk
function follows a Gompertz distribution. The model parameter estimation is
obtained by the maximum likelihood estimation procedure and simulation
studies are conducted to evaluate the estimators' performance. The studied
methodology will be applied to a credit database provided by a financial
institution in Brazil.


[image: card-profa-vera-tomazella.jpeg]
Att,
--
*Profa. Dra. Renata Rojas GuerraDepartamento de EstatísticaUniversidade
Federal de Santa Maria*
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