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List of figures page vii
List of tables viii
List of contributors x
Introduction 1
Stewart Jones and David A. Hensher
1 A statistical model for credit scoring 14
2 Mixed logit and error component models of corporate insolvency
and bankruptcy risk 44
3 An evaluation of open- and closed-form distress prediction
models: The nested logit and latent class models 80
4 Survival analysis and omitted dividends 114
5 Non-parametric methods for credit risk analysis: Neural networks
and recursive partitioning techniques 137
6 Bankruptcy prediction and structural credit risk models 154
7 Default recovery rates and LGD in credit risk modelling and
practice: An updated review of the literature and empirical evidence 175
8 Credit derivatives: Current practices and controversies 207
Stewart Jones and Maurice Peat
9 Local government distress in Australia: A latent class regression
analysis 242
Stewart Jones and Robert G. Walker
10 A belief-function perspective to credit risk assessments 269
Rajendra P. Srivastava and Stewart Jones
Index 295