A time-dependent proportional hazards survival model for credit risk analysis
Year of publication: |
2012
|
---|---|
Authors: | Im, J.-K. ; Apley, D. W. ; Qi, C. ; Shan, X. |
Published in: |
Journal of the Operational Research Society : OR. - Basingstoke, Hampshire : Palgrave, ISSN 0030-3623, ZDB-ID 716033-1. - Vol. 63.2012, 3, p. 306-321
|
Subject: | Theorie | Theory | Kreditrisiko | Credit risk | Statistische Bestandsanalyse | Duration analysis |
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