Multiperiod corporate default prediction -- a forward intensity approach (Q528035)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Multiperiod corporate default prediction -- a forward intensity approach |
scientific article; zbMATH DE number 6714753
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multiperiod corporate default prediction -- a forward intensity approach |
scientific article; zbMATH DE number 6714753 |
Statements
Multiperiod corporate default prediction -- a forward intensity approach (English)
0 references
12 May 2017
0 references
default
0 references
bankruptcy
0 references
forward intensity
0 references
maximum pseudo-likelihood
0 references
forward default probability
0 references
cumulative default probability
0 references
accuracy ratio
0 references
