Investigating the Stability of Survival Model Parameter Estimates for the Probability of Default: Empirical Evidence over the Credit Crisis

Mindy Leow; Jonathan Crook

Investigating the Stability of Survival Model Parameter Estimates for the Probability of Default: Empirical Evidence over the Credit Crisis

Mindy Leow, Jonathan Crook

Research output: Contribution to conference › Paper

Original language	English
Publication status	Published - 28 Aug 2013
Event	Credit Scoring & Credit Control XIII - Edinburgh, United Kingdom Duration: 28 Aug 2013 → 30 Aug 2013

Conference

Conference	Credit Scoring & Credit Control XIII
Country/Territory	United Kingdom
City	Edinburgh
Period	28/08/13 → 30/08/13

Cite this

@conference{90b0669b6b114b2dad2545502188685a,

title = "Investigating the Stability of Survival Model Parameter Estimates for the Probability of Default: Empirical Evidence over the Credit Crisis",

author = "Mindy Leow and Jonathan Crook",

year = "2013",

month = aug,

day = "28",

language = "English",

note = "Credit Scoring & Credit Control XIII ; Conference date: 28-08-2013 Through 30-08-2013",

}