scholarly journals SURVIVAL ANALYSIS AS A TOOL FOR BETTER PROBABILITY OF DEFAULT PREDICTION

2018 ◽  
Vol 26 (1) ◽  
pp. 34-46
Author(s):  
Michal Rychnovský
Keyword(s):  
Survival Analysis ◽  
Probability Of Default ◽  
Default Prediction

scholarly journals Empirics of Korean Shipping Companies’ Default Predictions

Risks ◽  
2021 ◽  
Vol 9 (9) ◽  
pp. 159
Author(s):  
Sunghwa Park ◽  
Hyunsok Kim ◽  
Janghan Kwon ◽  
Taeil Kim
Keyword(s):  
Logit Model ◽  
Prediction Models ◽  
Predictive Ability ◽  
Financial Ratios ◽  
Probability Of Default ◽  
Shipping Industry ◽  
Market Participants ◽  
Korean Economy ◽  
Default Prediction ◽  
Financial Characteristics

In this paper, we use a logit model to predict the probability of default for Korean shipping companies. We explore numerous financial ratios to find predictors of a shipping firm’s failure and construct four default prediction models. The results suggest that a model with industry specific indicators outperforms other models in predictive ability. This finding indicates that utilizing information about unique financial characteristics of the shipping industry may enhance the performance of default prediction models. Given the importance of the shipping industry in the Korean economy, this study can benefit both policymakers and market participants.

scholarly journals Estimating Probability of Default on Peer to Peer Market – Survival Analysis Approach

2017 ◽  
Vol 6 (2) ◽  
pp. 149-167 ◽  
Author(s):  
Andrija Đurović
Keyword(s):  
Survival Analysis ◽  
Credit Risk ◽  
Credit Card ◽  
Peer To Peer ◽  
Survival Period ◽  
Analysis Approach ◽  
Rank Test ◽  
Probability Of Default ◽  
Risk Modelling ◽  
Log Rank Test

Abstract Arguably a cornerstone of credit risk modelling is the probability of default. This article aims is to search for the evidence of relationship between loan characteristics and probability of default on peer-to-peer (P2P) market. In line with that, two loan characteristics are analysed: 1) loan term length and 2) loan purpose. The analysis is conducted using survival analysis approach within the vintage framework. Firstly, 12 months probability of default through the cycle is used to compare riskiness of analysed loan characteristics. Secondly, log-rank test is employed in order to compare complete survival period of cohorts. Findings of the paper suggest that there is clear evidence of relationship between analysed loan characteristics and probability of default. Longer term loans are more risky than the shorter term ones and the least risky loans are those used for credit card payoff.

Risk for psychotherapy drop-out in survival analysis: The influence of general change mechanisms and symptom severity.

2020 ◽  
Vol 67 (6) ◽  
pp. 712-722
Author(s):  
Sebastian Gmeinwieser ◽  
Kai Sebastian Schneider ◽  
Maximilian Bardo ◽  
Timo Brockmeyer ◽  
York Hagmayer
Keyword(s):  
Survival Analysis ◽  
Symptom Severity ◽  
Drop Out ◽  
General Change ◽  
Change Mechanisms

Five-year Survival Analysis of a Cohort of Hepatocellular Carcinoma Patients Who Treated at the National Cancer Center, Korea

2007 ◽  
Vol 13 (4) ◽  
pp. 530 ◽  
Author(s):  
Kyung Woo Park ◽  
Joong-Won Park ◽  
Tae Hyun Kim ◽  
Jun Il Choi ◽  
Seong Hoon Kim ◽  
...  
Keyword(s):  
Hepatocellular Carcinoma ◽  
Survival Analysis ◽  
Cancer Center
Sign in / Sign up

Export Citation Format

Share Document