Benjamin Christoffersen

Copenhagen Business School - Department of Finance

A4.17 Solbjerg Plads 3

Copenhagen , Frederiksberg 2000

Denmark

SCHOLARLY PAPERS

2

DOWNLOADS

160

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (2)

1.

Can Machine Learning Models Capture Correlations in Corporate Distresses?

Number of pages: 32 Posted: 18 Nov 2018 Last Revised: 13 Jul 2019
Benjamin Christoffersen, Rastin Matin and Pia Mølgaard
Copenhagen Business School - Department of Finance, National Bank of Denmark and National Bank of Denmark
Downloads 97 (308,954)
Citation 1

Abstract:

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corporate default prediction, discrete hazard models, frailty models, gradient boosting

2.

Modeling Frailty Correlated Defaults With Multivariate Latent Factors

Number of pages: 24 Posted: 14 Mar 2019 Last Revised: 11 Jul 2019
Benjamin Christoffersen and Rastin Matin
Copenhagen Business School - Department of Finance and National Bank of Denmark
Downloads 63 (396,712)

Abstract:

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frailty models, corporate default models