Showing 161 - 170 of 3,139
In order to derive closed-form expressions of the prices of credit derivatives, standard credit-risk models typically price the default intensities, but not the default events themselves. The default indicator is replaced by an appropriate prediction and the prediction error, that is the...
Persistent link: https://www.econbiz.de/10010906793
Evaluation is often used as a vehicle to improve program implementation. To evaluate the implementation of programs that provide care for frail older people a Community of Practice (CoP) was developed in the Netherlands. The purpose of this paper is to describe and reflect on the role of a CoP...
Persistent link: https://www.econbiz.de/10010907132
Due to the voluntary nature of hedge funds reporting to databases, hedge funds may stop reporting and exit a database not only because of failure, but also as a result of success and reaching the optimal size of assets under management. The existing hedge fund databases do not seem to provide...
Persistent link: https://www.econbiz.de/10010939529
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/10005150660
Persistent link: https://www.econbiz.de/10014560578
Persistent link: https://www.econbiz.de/10014583150
Persistent link: https://www.econbiz.de/10009324910
Persistent link: https://www.econbiz.de/10009390804
In survival analysis a large literature using frailty models, or models with unobserved heterogeneity, exist. In the … proportional hazard structure. First, the aspects of frailty modeling in univariate (proportional hazard, Cox) duration models are …
Persistent link: https://www.econbiz.de/10009644626
dependence are captured by introducing a dynamic frailty, whereas the contagion passes through the effect of the lagged number of …
Persistent link: https://www.econbiz.de/10010548474