Forecasting Forward Defaults with the Discrete‐Time Hazard Model (Q4687493)
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scientific article; zbMATH DE number 6952409
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecasting Forward Defaults with the Discrete‐Time Hazard Model |
scientific article; zbMATH DE number 6952409 |
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Forecasting Forward Defaults with the Discrete‐Time Hazard Model (English)
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12 October 2018
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hazard model
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expanding rolling window
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predicted survival time
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default losses
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credit risk
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