Survival analysis as a tool for better probability of default prediction
Michal Rychnovský
| Year of publication: |
2018
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| Authors: | Rychnovský, Michal |
| Published in: |
Acta oeconomica Pragensia : vědecký časopis Vysoke Školy Ekonomické v Praze. - Praha : [Verlag nicht ermittelbar], ISSN 0572-3043, ZDB-ID 959721-9. - Vol. 26.2018, 1, p. 34-46
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| Subject: | logistic regression | predictive power | probability of default | survival analysis | Prognoseverfahren | Forecasting model | Finanzdienstleistung | Financial services | Kreditrisiko | Credit risk | Wahrscheinlichkeitsrechnung | Probability theory | Regressionsanalyse | Regression analysis | Insolvenz | Insolvency | Statistische Bestandsanalyse | Duration analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.18267/j.aop.594 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011896627