Estimation of default probabilities using incomplete contracts data
نویسندگان
چکیده
منابع مشابه
Estimation of default probabilities using incomplete contracts data
Article history: Received 4 October 2007 Received in revised form 11 August 2008 Accepted 11 November 2008 Available online 24 November 2008 This paper develops a count data model for credit scoring which allows the estimation of default probabilities using incomplete contracts data. The main advantage of the proposed approach is that it permits a more efficient use of the data, including that ...
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ژورنال
عنوان ژورنال: Journal of Empirical Finance
سال: 2009
ISSN: 0927-5398
DOI: 10.1016/j.jempfin.2008.11.003