Article Per Year (5 Year)
p-Index From 2020 - 2025
0.23
P-Index
This Author published in this journals
All Journal Media Statistika
Tatik Widiharih
Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro
Decision Sciences, Operations Research & Management

Published : 1 Documents Claim Missing Document
Claim Missing Document
Check
Articles

Found 1 Documents
Search

 1 
KAPLAN-MEIER AND NELSON-AALEN ESTIMATORS FOR CREDIT SCORING Tatik Widiharih; Agus Rusgiyono; Sudarno Sudarno; Bagus Arya Saputra
MEDIA STATISTIKA Vol 16, No 1 (2023): Media Statistika
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.14710/medstat.16.1.37-46

Abstract

Financial institutions use credit scoring analysis to predict the probability that a customer will default. In this paper, we determine the probability of default using nonparametric survival analysis that are Kaplan-Meier and Nelson-Aalen. The analysis is based on survival function curves, cumulative hazard function curves, mean survival time, and standard error of estimators. Based on the curves of survival function for both Kaplan Meier and Nelson Aalen estimators relatively the same. Based on the curves of cumulative hazard function, mean survival time, and standard error the Nelson-Aalen estimators are slightly higher than Kaplan-Meier.
Co-Authors Agus Rusgiyono Bagus Arya Saputra Sudarno Sudarno