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  • Competing Risks Model for Corporate Exit Analysis : Discrete Hazard Model and Extension with Stochastic Frailties
    Competing Risks Model for Corporate Exit Analysis : Discrete Hazard Model and Extension with Stochastic Frailties Using data from 12,571 publicly traded U.S. industrial firms spanning 1980 to ...

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    • Authors: Taehan Bae, Reg J Kulperger
    • Date: Jan 2008
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
  • Securitizations of Motor Insurance Loss
    Securitizations of Motor Insurance Loss This is the abstract for the research on securitization of motor insurance loss. Abstract; 14442 7/30/2010 12:38:00 PM ...

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    • Authors: Changki Kim, Taehan Bae, Reg J Kulperger
    • Date: Jul 2010
  • A Model for Corporate Credit Migration: Multi-period ordinal Logistic regression with serial dependence
    A Model for Corporate Credit Migration: Multi-period ordinal Logistic regression with serial dependence This is an abstract for proposing a multi-period ordinal logistic regression model for ...

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    • Authors: Taehan Bae
    • Date: Nov 2008