Bankruptcy prediction with a doubly stochastic poisson forward intensity model and low-quality data
Year of publication: |
2021
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Authors: | Berent, Tomasz ; Rejman, Radosław |
Subject: | default | bankruptcy risk | Poisson process | doubly stochastic assumption | ROC curve | accuracy ratio | leverage | Insolvenz | Insolvency | Stochastischer Prozess | Stochastic process | Theorie | Theory | Prognoseverfahren | Forecasting model |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks9120217 [DOI] hdl:10419/258299 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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