Multiperiod corporate default prediction -- a forward intensity approach (Q528035)
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scientific article; zbMATH DE number 6714753
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| default for all languages | No label defined |
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| English | Multiperiod corporate default prediction -- a forward intensity approach |
scientific article; zbMATH DE number 6714753 |
Statements
Multiperiod corporate default prediction -- a forward intensity approach (English)
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12 May 2017
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default
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bankruptcy
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forward intensity
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maximum pseudo-likelihood
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forward default probability
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cumulative default probability
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accuracy ratio
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0.7768439054489136
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0.7760822176933289
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0.7672349214553833
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0.7503748536109924
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0.7451592683792114
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