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Multiperiod Corporate Default Prediction with the Partially-Conditioned Forward Intensity

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References

1968FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY14,869 cited
1966Financial Ratios As Predictors of Failure4,753 cited
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2012Multiperiod corporate default prediction—A forward intensity approach365 cited
2004Bankruptcy Prediction with Industry Effects266 cited
2005Multi-Period Corporate Failure Prediction with Stochastic Covariates164 cited
2008Frailty Correlated Default116 cited

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2014Actuarial Par Spread and Empirical Pricing of CDS by Decomposition18 cited

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