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A Model on Credit Analysis: Combining a First Passage Model and Survival Analysis for Corporate Default

https://doi.org/10.2139/ssrn.3016996
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21/21 checkable references clean · checked 2026-08-29

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

10 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.

The 21 checked references that resolve
resolves10.2307/2109568
New-Firm Survival and the Technological Regime
resolves10.2307/2109995
New Firm Survival: New Results Using a Hazard Function
resolves10.1093/rfs/hhn044
Forecasting Default with the Merton Distance to Default Model
resolves10.1007/978-3-662-04821-4_1
Introduction to Credit Risk
resolves10.1111/j.1540-6261.1976.tb01891.x
VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS
resolves10.1093/icc/dth081
A matter of life and death: innovation and firm survival
resolves10.1201/noe1584884040.ch1
A Brief Introduction to Stata
resolves10.1111/j.2517-6161.1972.tb00899.x
Regression Models and Life-Tables
resolves10.1016/s0304-3878(97)00007-2
Duration of firms in an infant industry: the case of Indian computer hardware
resolves10.1111/j.1475-6803.1997.tb00238.x
THE SURVIVAL OF INITIAL PUBLIC OFFERINGS IN THE AFTERMARKET
resolves10.1002/9781118032985
The Statistical Analysis of Failure Time Data
resolves10.1111/j.1541-0420.2006.00540_18.x
Survival Analysis: A Self‐Learning Text by D.G. Kleinbaum and M. Klein
resolves10.1111/j.1540-6261.1996.tb02714.x
Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads
resolves10.2307/2950567
Life Duration of New Firms
resolves10.1016/s0167-7187(97)00070-2
Life duration of foreign multinational subsidiaries: Evidence from UK northern manufacturing industry 1970–93
resolves10.1111/j.1540-6261.1974.tb03058.x
ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*
resolves10.1007/978-3-662-22132-7
Martingale Methods in Financial Modelling
resolves10.1108/14720700210430298
Corporate governance and corporate failure: a survival analysis
resolves10.1177/1536867x19830934
The Stata Journal back issues: Journal announcement from StataCorp
resolves10.2139/ssrn.3016992
부도확률 예측에서 미시정보와 거시정보의 역할 (The Role of Micro and Macro Information in the Measurement of Expected Default Frequency)
resolves10.1007/s10997-005-3552-9
Managerial Ownership Structure and IPO Survivability
The 10 references without a DOI — listed, not checked
no DOI — not checkedref7
no DOI — not checkedCorporate governance and firm survival: Evidence from Korea
no DOI — not checkedThe insolvency prediction model in the fishery industry using survival analysis (in Korean)
no DOI — not checkedref14
no DOI — not checkedSurvival analysis of small and medium size construction enterprises using Cox proportional hazards model (in Korean)
no DOI — not checkedref19
no DOI — not checkedref20
no DOI — not checkedA default probability estimation model: An application to Japanese companies
no DOI — not checkedref29
no DOI — not checkedref30
What this badge says. CiteStamped means the CHECKABLE references of this work were clean at the dated check: each resolved to a known work in a public registry, and none carried a retraction notice at that time. It says nothing about the quality, findings, or importance of the work itself, and nothing about references deposited without a DOI.

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