Pages that link to "Item:Q5245905"
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The following pages link to Forecasting forward defaults: a simple hazard model with competing risks (Q5245905):
Displaying 5 items.
- Benchmarking forecast approaches for mortgage credit risk for forward periods (Q2077950) (← links)
- Default forecast with auxiliary information using a logarithmic transformation model (Q5064269) (← links)
- A regression analysis of discrete time competing risks data using a vertical model approach (Q5070709) (← links)
- Predicting credit ratings and transition probabilities: a simple cumulative link model with firm-specific frailty (Q6101027) (← links)
- Predicting forward default probabilities of firms: a discrete-time forward hazard model with firm-specific frailty (Q6592291) (← links)