Default Prediction with Industry-Specific Default Heterogeneity Indicators Based on the Forward Intensity Model
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DOI: 10.3390/axioms12040402
Abstract: When predicting the defaults of a large number of samples in a region, this will be affected by industry default heterogeneity. To build a credit risk model that is more suitable for Chinese-listed firms, which… read more here.
Keywords: default heterogeneity; default; industry specific; model ... See more keywords