Estimation of Company Survivor Using the Kaplan-Meier Analysis
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27510%2F15%3A86094522" target="_blank" >RIV/61989100:27510/15:86094522 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Estimation of Company Survivor Using the Kaplan-Meier Analysis
Original language description
This paper is devoted to the analysis of duration time by the selected non-parametric methods. In this article, the time to corporate default is modelled and the survival function is estimated. The survival analysis is used to examine the length of the time interval between two transition states that can be marked as initial and terminal events. The transition is then specified by the occurrence of an event in the observation period. This study uses survival analysis for the estimation of corporate default prediction and is based on modelling the time interval between the foundation of the company and its default. For the reason that only a proportion of companies defaulted during the observed time, censoring of observations is an important part of theanalysis. In this study, the Kaplan-Meier method is used to analyse corporate data that contain censored observations. Using the survival analysis, survival and hazard functions are estimated. The results show that the typical time to fa
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
AH - Economics
OECD FORD branch
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Result continuities
Project
<a href="/en/project/EE2.3.20.0296" target="_blank" >EE2.3.20.0296: Research team for modelling of economic and financial processes at VSB-TU Ostrava</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>S - Specificky vyzkum na vysokych skolach
Others
Publication year
2015
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Financial Management of Firms and Financial Institutions : 10th international scientific conference : 7th - 8th September 2015, Ostrava, Czech Republic : proceedings. [Part I - IV]
ISBN
978-80-248-3865-6
ISSN
2336-162X
e-ISSN
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Number of pages
6
Pages from-to
875-880
Publisher name
VŠB - Technical University of Ostrava
Place of publication
Ostrava
Event location
Ostrava
Event date
Sep 7, 2015
Type of event by nationality
EUR - Evropská akce
UT code for WoS article
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