Bankruptcy Distributions and Modelling for Swedish Companies Using Logistic Regression

Bankruptcy Distributions and Modelling for Swedish Companies Using Logistic Regression

This thesis discusses the concept of bankruptcy, or default, for Swedish companies. The actual distribution over time is considered both on aggregate level and within different industries. Several models are constructed to best possible describe the default frequency. Mainly logistic regression mode...

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Bibliographic Details
Main Author: Ewertzh, Jacob
Format: Others
Language:English
Published: KTH, Matematisk statistik 2019
Subjects:
Applied mathematics
Financial mathematics
Statistics
Logistic regression
bankruptcy distribution
bankruptcy models
Forecasting and risk measures
Tillämpad matematik
Finansiell matematik
Statistik
Logistisk regression
konkursfördelning
konkursmodeller
Prognos och riskmått
Probability Theory and Statistics
Sannolikhetsteori och statistik
Online Access:http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-252329

Internet

http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-252329

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