Default Hazard Modeling is a statistical methodology that belongs to the class of survival analysis techniques, distinguished by its specific application to estimating the instantaneous probability of tenant default over time while accounting for covariates and censoring in rental payment behavior.
40
Publications
3.6K
Citations
64
Authors
45
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Publications per year
2017–2026
6
Parents
Publications
40
CORRELATED DEFAULTS IN INTENSITY‐BASED MODELS
Fan Yu · Mathematical Finance · 2007 · 163 citations
Business, Finance, Risk Management +17
1–5 of 40
Authors
64
- DD
4
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- YD
3
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2
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- RV
2
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- MJ
2
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1–5 of 64
Institutions
45
National Bureau of Economic Research
Cambridge, United States
4 h-index
3 publications
711 citations
University of California, Berkeley
Berkeley, United States
3 h-index
3 publications
218 citations
Freddie Mac (United States)
Tysons Corner, United States
3 h-index
5 publications
355 citations
University of California, Irvine
Irvine, United States
3 h-index
4 publications
238 citations
Stanford University
Stanford, United States
3 h-index
5 publications
3.7K citations
Federal Reserve Bank of Philadelphia
Philadelphia, United States
3 h-index
5 publications
100 citations
National Dong Hwa University
Hualien City, Taiwan
2 h-index
4 publications
44 citations
United States Department of Housing and Urban Development
Washington D.C., United States
2 h-index
2 publications
165 citations
1–8 of 45
Venues
- SSRN Electronic Journal
Repository · 5 publications · 130 citations
5
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- RePEc: Research Papers in Economics
Repository · 3 publications · 36 citations
3
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- The Journal of Finance
2 publications · 1.2K citations
2
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- The Journal of Real Estate Finance and Economics
2 publications · 73 citations
2
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- Theoretical Economics Letters
TEL · 1 publications · 13 citations
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