rstpm2: Smooth survival models, including generalized survival models M Clements, XR Liu, B Christoffersen, P Lambert, LH Jakobsen, ... URL https://cran. r-project. org/package= rstpm2. R package version 1 (1), 2021 | 14 | 2021 |
Can machine learning models capture correlations in corporate distresses? B Christoffersen, R Matin, P Mølgaard Available at SSRN 3273985, 2019 | 9 | 2019 |
dynamichazard: Dynamic hazard models using state space models B Christoffersen Journal of Statistical Software 99 (7), 1-38, 2021 | 5 | 2021 |
Pre: Prediction rule ensembles M Fokkema, B Christoffersen R package version 1 (0), 2020 | 5 | 2020 |
Estimating volatility in the Merton model: The KMV estimate is not maximum likelihood B Christoffersen, D Lando, SF Nielsen Mathematical Finance 32 (4), 1214-1230, 2022 | 3 | 2022 |
Asymptotically exact and fast gaussian copula models for imputation of mixed data types B Christoffersen, M Clements, K Humphreys, H Kjellström Asian Conference on Machine Learning, 870-885, 2021 | 3 | 2021 |
Quasi-Monte Carlo Methods for Binary Event Models with Complex Family Data B Christoffersen, B Mahjani, M Clements, H Kjellström, K Humphreys Journal of Computational and Graphical Statistics 32 (4), 1393-1401, 2023 | 2 | 2023 |
Distance to default package B Christoffersen | 2 | 2020 |
Modeling frailty correlated defaults with multivariate latent factors B Christoffersen, R Matin Available at SSRN 3339981, 2019 | 2 | 2019 |
Approximation Methods for Mixed Models with Probit Link Functions B Christoffersen, M Clements, H Kjellström, K Humphreys arXiv preprint arXiv:2110.14412, 2021 | 1 | 2021 |
Package ‘pre’ M Fokkema, B Christoffersen, MM Fokkema | | 2024 |
Package ‘psqn’ B Christoffersen | | 2022 |
Package ‘dynamichazard’ B Christoffersen, A Miller, A Williams | | 2022 |
Comparing methods for time varying logistic models B Christoffersen | | 2022 |
Re: Spline-based accelerated failure time model M Clements, B Christoffersen, P Royston, M Crowther Statistics in Medicine 41 (7), 1314-1315, 2022 | | 2022 |
Particle filters and smoothers in the dynamichazard package B Christoffersen | | 2019 |
Particle filters in the dynamichazard package B Christoffersen | | 2019 |
Corporate default models: Empirical evidence and methodological contributions B Christoffersen Frederiksberg: Copenhagen Business School (CBS), 2019 | | 2019 |
Can Publicly Available Non-Financial Data Significantly Improve Corporate Default Prediction Accuracy? A Olczyk, MD Nybjerg, B Christoffersen | | 2018 |
ddhazard B Christoffersen | | 2017 |