Assessing the default risk by means of a discrete-time survival analysis approach (Q3552630): Difference between revisions
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scientific article
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English | Assessing the default risk by means of a discrete-time survival analysis approach |
scientific article |
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Assessing the default risk by means of a discrete-time survival analysis approach (English)
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22 April 2010
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Cox's proportional hazard model
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baseline hazard function
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unobserved heterogeneity
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