Measures of the economic value of probabilities of bankruptcy

Journal of the Royal Statistical Society. Series A: Statistics in Society

Volumn 176, Issue 3, 2013, Pages 635-653

  Johnstone, D J ^a   Jones, S ^a   Jose, V R R ^b   Peat, M ^a  

^a UNIVERSITY OF SYDNEY   (Australia)

^b GEORGETOWN UNIVERSITY   (United States)

Author keywords

Baseline distribution; Economic forecast evaluation; Probability of bankruptcy; Scoring rules

Indexed keywords

EID: 84877814967     PISSN: 09641998     EISSN: 1467985X     Source Type: Journal    
DOI: 10.1111/j.1467-985X.2012.01085.x     Document Type: Article

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