Assessing the default risk by means of a discrete-time survival analysis approach (Q3552630)

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Assessing the default risk by means of a discrete-time survival analysis approach
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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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