Forecasting forward defaults: a simple hazard model with competing risks (Q5245905)
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scientific article; zbMATH DE number 6425912
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecasting forward defaults: a simple hazard model with competing risks |
scientific article; zbMATH DE number 6425912 |
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Forecasting forward defaults: a simple hazard model with competing risks (English)
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16 April 2015
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competing risks
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discrete-time hazard model
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expanding rolling window approach
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forward default prediction
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multinomial logit model
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predicted number of forward defaults
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