Estimation of Company Survivor Using the Kaplan-Meier Analysis

Kód výsledku v 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>

Výsledek na webu

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DOI - Digital Object Identifier

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Jazyk výsledku

angličtina

Název v původním jazyce

Estimation of Company Survivor Using the Kaplan-Meier Analysis

Popis výsledku v původním jazyce

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

Název v anglickém jazyce

Estimation of Company Survivor Using the Kaplan-Meier Analysis

Popis výsledku anglicky

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

Druh

D - Stať ve sborníku

CEP obor

AH - Ekonomie

OECD FORD obor

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Projekt

<a href="/cs/project/EE2.3.20.0296" target="_blank" >EE2.3.20.0296: Výzkumný tým pro modelování ekonomických a finančních procesů na VŠB-TU Ostrava</a><br>

Návaznosti

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>S - Specificky vyzkum na vysokych skolach

Rok uplatnění

2015

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název statě ve sborníku

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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Počet stran výsledku

6

Strana od-do

875-880

Název nakladatele

VŠB - Technical University of Ostrava

Místo vydání

Ostrava

Místo konání akce

Ostrava

Datum konání akce

7. 9. 2015

Typ akce podle státní příslušnosti

EUR - Evropská akce

Kód UT WoS článku

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