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Securitizations of Motor Insurance Loss
Securitizations of Motor Insurance Loss This is the abstract for the research on securitization of motor insurance ...- Authors: Changki Kim, Taehan Bae, Reg J Kulperger
- Date: Jul 2010
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Competing Risks Model for Corporate Exit Analysis : Discrete Hazard Model and Extension with Stochastic Frailties
are available, this is the abstract of a paper that estimates the probability of bankruptcy/merger for ... each company and hence a prediction of bankruptcy/merger in the next quarter. Bankruptcy; 14392 1/1/2008 ...- Authors: Taehan Bae, Reg J Kulperger
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
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A Model for Corporate Credit Migration: Multi-period ordinal Logistic regression with serial dependence
Kulperger† Department of Statistical and Actuarial Sciences University of Western Ontario London, ... time varying systematic factor, we further allow the model to explain serial correlation. A Bayesian updating ...- Authors: Taehan Bae
- Date: Nov 2008