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基于更新风险模型有限时破产概率的实证分析

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摘要 现利用中国人民财产保险股份有限公司2016年的重大赔付数据,根据所研究的理论,对该公司一年期的破产概率进行了实证分析。预测了2018年的破产概率微乎其微,反映了近年来公司运营状况良好,破产概率的风险控制得非常小,并且在逐步降低。
作者 石西西
机构地区 南京审计大学
出处 《北方经贸》 2018年第9期96-97,共2页 Northern Economy and Trade
基金 南京审计大学2016年研究生学术学位科研创新项目(MG2016037)
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