A dinamic method for risks evaluation in the financial management system

• Date: 2019
• Main Author: Kuznietsova, N. V.
• Format: Article
• Language: Ukrainian
• Published: Інститут проблем реєстрації інформації НАН України 2019
• Subjects: динамічний метод; фінансові ризики; моделі виживання; модель пропорційних ризиків Кокса; оцінка Каплан-Майєра; dynamic method; financial risks; survival models; Cox proportional hazards model; Kaplan-Meier estimation
• Online Access: http://drsp.ipri.kiev.ua/article/view/183724
• Journal Title: Data Recording, Storage & Processing

The main definitions and formalization of various types of survival models such as empirical survival function, generalized linear model, Cox proportional hazards model and its modifications and nonparametric models are presented for risk assessment. A dynamic method of risk assessment that allows t...