Garuda - Garba Rujukan Digital

Media Statistika

Vol 16, No 1 (2023): Media Statistika

Tatik Widiharih (Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro)
Agus Rusgiyono (Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro)
Sudarno Sudarno (Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro)
Bagus Arya Saputra (Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro)

Publish Date
07 Nov 2023

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.

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