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

DOI10.1002/asmb.705zbMath1199.91251OpenAlexW4246945034MaRDI QIDQ3552630

Daniele de Leonardis, Roberto Rocci

Publication date: 22 April 2010

Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/asmb.705

zbMATH Keywords

unobserved heterogeneitybaseline hazard functionCox's proportional hazard model

Mathematics Subject Classification ID

Related Items (1)

Discrete-time survival trees and forests with time-varying covariates

Uses Software

• Stata
• SAS
• SAS/STAT
• pgmhaz

Cites Work

• Survival Analysis Methods for Personal Loan Data
• Regression Analysis of Grouped Survival Data with Application to Breast Cancer Data
• A Discrete Survival Model with Random Effects: An Application to Time to Pregnancy
• Bankruptcy Prediction with Industry Effects
• Unnamed Item

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