Multiperiod corporate default prediction -- a forward intensity approach (Q528035)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Multiperiod corporate default prediction -- a forward intensity approach
scientific article

    Statements

    Multiperiod corporate default prediction -- a forward intensity approach (English)
    0 references
    0 references
    0 references
    0 references
    12 May 2017
    0 references
    default
    0 references
    bankruptcy
    0 references
    forward intensity
    0 references
    maximum pseudo-likelihood
    0 references
    forward default probability
    0 references
    cumulative default probability
    0 references
    accuracy ratio
    0 references

    Identifiers