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Dokumenttyp:
Zeitschriftenaufsatz 
Autor(en):
Dakovic, R., Czado, C., Berg, D. 
Titel:
Bankruptcy prediction in Norway: a comparison study. 
Abstract:
In this paper we develop statistical models for bankruptcy predic- tion of Norwegian ¯rms in the limited liability sector using annual bal- ance sheet information. We ¯t generalized linear-, generalized linear mixed- and generalized additive models in a discrete hazard setting. It is demonstrated that careful examination of the functional relationship between the explanatory variables and the probability of bankruptcy enhances the models' forecasting performance. Using information on...    »
 
Zeitschriftentitel:
Applied Economics Letters 
Jahr:
2010 
Band / Volume:
17 
Jahr / Monat:
2010-03 
Heft / Issue:
17 
Seitenangaben Beitrag:
1739-1746 
Reviewed:
ja 
Sprache:
en 
Status:
Verlagsversion / published 
Semester:
SS 10 
TUM Einrichtung:
Lehrstuhl für Mathematische Statistik 
Format:
Text