Frailty Correlated Default Model: An Empirical Study for Taiwan Companies
碩士 === 國立東華大學 === 應用數學系 === 99 === In this paper, the frailty correlated default model is suggested to predict the probabilities of financial distresses for Taiwan companies. It is built by applying the frailty factor to the intensity default model. The frailty factor is used to explain the latent...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/67136517367478254767 |