Dual-frailty default intensity model: estimations and an application

DOI10.1080/03610918.2019.1581890zbMath1489.62335OpenAlexW2926699062MaRDI QIDQ5082610

Zhifang Su, Ken-Yu Lin, Mei-Yuan Chen

Publication date: 21 June 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2019.1581890

zbMATH Keywords

default clusteringdefault intensity modeldual-frailty modelindustrial frailtytime frailty

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

• Some Methods for Strengthening the Common χ 2 Tests
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