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Inferring the default rate in a population by comparing two incomplete default databases · Study

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ArticleInferring the default rate in a population by comparing two incomplete default databases

Douglas W Dwyer2006

Article2006

Inferring the default rate in a population by comparing two incomplete default databases

Douglas W Dwyer · Roger M. Stein

17 citations·0/0 files stored·Journal of Banking & Finance

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Financial Distress and Bankruptcy Prediction Banking stability, regulation, efficiency Credit Risk and Financial Regulations

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References

1998Evaluating Density Forecasts with Applications to Financial Risk Management 2003Credit Risk : Pricing, Measurement, and Management 2004Credit Risk Modeling: Theory and Applications 1949On a Method of Estimating Birth and Death Rates and the Extent of Registration 1995Default Correlation and Credit Analysis 2003Credit Risk: Pricing, Measurement, and Management 2007Benchmarking default prediction models: pitfalls and remedies in model validation

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2023Bibliometric analysis of the literature on evaluation models of the bankruptcy risk

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Year2006

Typearticle

Published2006-03-01

VenueJournal of Banking & Finance

ISSN-L0378-4266

Languageen

Citations17

Files0 public / 0

ShelfFinancial Distress and Bankruptcy Prediction

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doi10.1016/j.jbankfin.2005.11.001

openalex_workW2096071566

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