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Predicting the loss given default distribution with the zero-inflated censored beta-mixture regression that allows probability masses and bimodality

Hwang, Ruey-Ching; Chu, Chih-Kang; Yu, Kaizhi - In: Journal of financial services research 59 (2021) 3, pp. 143-172

Persistent link: https://www.econbiz.de/10012547106

The matrix-form solution for Geo X/G/1/N working vacation queue and its application to state-dependent cost control

Luo, Chuanyi; Li, Wei; Yu, Kaizhi; Ding, Chuan - In: Computers & operations research : and their … 67 (2016), pp. 63-74

Persistent link: https://www.econbiz.de/10011441256

Forecasting forward defaults with the discrete-time hazard model

Hwang, Ruey-ching; Chu, Chih-kang - In: Journal of forecasting 33 (2014) 2, pp. 108-123

Persistent link: https://www.econbiz.de/10010424865

Predicting loss distributions for small-size defaulted-debt portfolios using a convolution technique that allows probability masses to occur at boundary points

Chu, Chih-Kang; Hwang, Ruey-Ching - In: Journal of financial services research : JFSR 56 (2019) 1, pp. 95-117

Persistent link: https://www.econbiz.de/10012301329

A logistic regression point of view toward loss given default distribution estimation

Hwang, Ruey-Ching; Chu, Chih-Kang - In: Quantitative finance 18 (2018) 3, pp. 419-435

Persistent link: https://www.econbiz.de/10011906390

Predicting credit ratings and transition probabilities : a simple cumulative link model with firm-specific frailty

Hwang, Ruey-Ching; Chu, Chih-Kang; Chen, Yi-Chi - In: Quantitative finance 23 (2023) 1, pp. 149-168

Persistent link: https://www.econbiz.de/10013490962

Forecasting forward defaults: a simple hazard model with competing risks

Hwang, Ruey-Ching; Chu, Chih-Kang - In: Quantitative Finance 14 (2013) 8, pp. 1467-1477

A forward default prediction method based on the discrete-time competing risk hazard model (DCRHM) is proposed. The proposed model is developed from the discrete-time hazard model (DHM) by replacing the binary response data in DHM with the multinomial response data, and thus allowing the firms...

Persistent link: https://www.econbiz.de/10010825966

A varying-coefficient default model

Hwang, Ruey-ching - In: International journal of forecasting 28 (2012) 3, pp. 675-688

Persistent link: https://www.econbiz.de/10009659871

The effect of executive stock options on corporate innovative activities

Chen, Yenn-Ru; Chen, Carl R.; Chu, Chih-Kang - In: Financial management 43 (2014) 2, pp. 271-290

Persistent link: https://www.econbiz.de/10011334728

Estimation of the Number of True Gray Levels, Their Values, and Relative Frequencies in a Noisy Image

Godtliebsen, Fred; Chu, Chih-Kang - In: Journal of the American Statistical Association : JASA 90 (1995) 431, pp. 890-899

Persistent link: https://www.econbiz.de/10006634070