Assessing the default risk by means of a discrete-time survival analysis approach (Q3552630)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Assessing the default risk by means of a discrete-time survival analysis approach |
scientific article |
Statements
Assessing the default risk by means of a discrete-time survival analysis approach (English)
0 references
22 April 2010
0 references
Cox's proportional hazard model
0 references
baseline hazard function
0 references
unobserved heterogeneity
0 references
