Private Bag 4800
University of Canterbury
sovereign rating, national culture, institutional characteristics, hazard model, time-varying covariates
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Credit rating, Migration hazard, Rating changes, Rating history, Rating migration, Survival analysis, Time interaction
Event study, survival analysis, proportional hazard, time-varying covariates, rating migration, rating history, non-Markovian behaviors
KiwiSaver, fund performance, benchmark asset allocation policy, active management, performance persistence
property-casualty insurer; insurance insolvency; competing risks; survival analysis; time-varying covariates; Brier score
Survival analysis, proportional hazards, rating migration, rating history, non-Markovian behaviors, fallen angels, rising stars, big rating jumps
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