Bankruptcy prediction using terminal failure processes

DOI10.1016/j.ejor.2014.09.059zbMath1341.91134OpenAlexW2060965741MaRDI QIDQ726265

Philippe du Jardin

Publication date: 8 July 2016

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2014.09.059

zbMATH Keywords

forecastingfinancebankruptcy predictionfailure processes

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Credit risk (91G40)

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