Hochschulschrift

Multi-period credit default prediction : a survival analysis approach

to related objects

Location: Deutsche Nationalbibliothek Frankfurt am Main

ISBN: 9783844014518

Dimensions: 21 cm, 221 g

Extent: IV, 141 S.

Language: Englisch

Notes: graph. Darst.
Zugl.: Köln, Univ., Diss., 2012

Keyword: Ausfallrisiko
Ausfallwahrscheinlichkeit
Ereignisdatenanalyse
Mehr-Perioden-Modell

Event: Veröffentlichung

(where): Aachen

(who): Shaker

(when): 2012

Creator: Orth, Walter

Table of contents: https://d-nb.info/1027197582/04

Rights: Bei diesem Objekt liegt nur das Inhaltsverzeichnis digital vor. Der Zugriff darauf ist unbeschränkt möglich.

Last update: 11.06.2025, 1:40 PM CEST

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Hochschulschrift

Associated

Orth, Walter
Shaker

Time of origin

2012

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Multi-period credit default prediction : a survival analysis approach

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Other Objects (12)

Multi-Period Credit Default Prediction - A Survival Analysis Approach

Multi-period credit default prediction with time-varying covariates

Multi-period credit portfolio selection

Multi-period credit portfolio selection

On single- and multi-period corporate default prediction

Multi-period disassembly planning

Localising forward intensities for multiperiod corporate default

Localising ForwardIntensities forMultiperiod CorporateDefault

Challenges of capital allocation in one- and multi-period credit risk

Challenges of capital allocation in one- and multi-period credit risk

Multi-period defaults and maturity effects on economic capital in a ratings-based default-mode model

Multi-period defaults and maturity effects on economic capital in a ratings-based default-mode model

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Multi-period credit default prediction with time-varying covariates

Multi-period credit portfolio selection

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On single- and multi-period corporate default prediction

Multi-period disassembly planning

Localising forward intensities for multiperiod corporate default

Localising ForwardIntensities forMultiperiod CorporateDefault

Challenges of capital allocation in one- and multi-period credit risk

Challenges of capital allocation in one- and multi-period credit risk

Multi-period defaults and maturity effects on economic capital in a ratings-based default-mode model

Multi-period defaults and maturity effects on economic capital in a ratings-based default-mode model

Multi-Period Credit Default Prediction - A Survival Analysis Approach

Multi-period credit default prediction with time-varying covariates

Multi-period credit portfolio selection

Multi-period credit portfolio selection

On single- and multi-period corporate default prediction

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Localising forward intensities for multiperiod corporate default

Localising ForwardIntensities forMultiperiod CorporateDefault

Challenges of capital allocation in one- and multi-period credit risk

Challenges of capital allocation in one- and multi-period credit risk

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Multi-period defaults and maturity effects on economic capital in a ratings-based default-mode model

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