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Andersen, Torben M.
3
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1
Theoretical bounds and approximation of the probability mass function of future hospital bed demand
Davis, Samuel
;
Fard, Nasser
- In:
Health care management science : a new journal serving …
23
(
2020
)
1
,
pp. 20-33
Persistent link: https://www.econbiz.de/10012225272
Saved in:
2
Addressing artificial variability in patient flow
Asgari, Farzane
;
Asgari, Sadegh
- In:
Operations research for health care
28
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013444005
Saved in:
3
Love and death : a Freund model with
frailty
Gouriéroux, Christian
;
Lu, Yang
- In:
Insurance / Mathematics & economics
63
(
2015
),
pp. 191-303
Persistent link: https://www.econbiz.de/10011349835
Saved in:
4
Credit risk and contagion via self-exciting default intensity
Elliott, Robert J.
;
Shen, Jia
- In:
Annals of finance
11
(
2015
)
3/4
,
pp. 319-344
Persistent link: https://www.econbiz.de/10011459064
Saved in:
5
Exploring the sources of default clustering
Azizpour, S
;
Giesecke, K.
;
Schwenkler, G.
- In:
Journal of financial economics
129
(
2018
)
1
,
pp. 154-183
Persistent link: https://www.econbiz.de/10011982177
Saved in:
6
Industry specific defaults
Kwon, Tae Yeon
;
Lee, Yoonjung
- In:
Journal of empirical finance
45
(
2018
),
pp. 45-58
Persistent link: https://www.econbiz.de/10012102441
Saved in:
7
The non-parametric identification of the mixed proportional hazards competing risks model
Abbring, Jaap H.
;
Berg, Gerard J. van den
-
2000
specification with regressors, and the risks are dependent by way of the unobserved heterogeneity, or
frailty
, components. We show …
Persistent link: https://www.econbiz.de/10011303866
Saved in:
8
Correlated risks vs contagion in stochastic
transition
models
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of economic dynamics & control
37
(
2013
)
11
,
pp. 2241-2269
Persistent link: https://www.econbiz.de/10010196887
Saved in:
9
Default prediction with dynamic sectoral and macroeconomic frailties
Chen, Peimin
;
Wu, Chunchi
- In:
Journal of banking & finance
40
(
2014
),
pp. 211-226
Persistent link: https://www.econbiz.de/10010402234
Saved in:
10
An empirical application of Particle Markov Chain Monte Carlo to
frailty
correlated default models
Nguyen, Ha
- In:
Journal of empirical finance
72
(
2023
),
pp. 103-121
Persistent link: https://www.econbiz.de/10014476811
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