Πρόβλεψη πιθανότητας χρεοκοπίας: σύγκριση του μοντέλου του Altman και της λογιστικής παλινδρόμησης
Prediction of probability of default: comparison of Altman’s model and logistic regression
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Μοντέλο Altman ; Λογιστική παλινδρόμησηAbstract
This dissertation explores through a literature review the prediction of the probability of bankruptcy by comparing two of the most important milestones of the risk management industry, specifically the Altman models and the logistic regression. In more detail, this thesis presents research findings on the various methodological approaches for the prediction of the probability of bankruptcy. It then describes the key features of Altman’s models and logistic regression, and presents the findings on their ability to successfully predict bankruptcy. Furthermore, a comparison is made between these two methods based on the present international literature, presenting and highlighting the special features, the advantages and weaknesses of each method in relation to each other. Finally, the methods and special features that need attention regarding the prediction of the probability of bankruptcy are summarized and possible future extensions of the present thesis are introduced.
Postgraduate Studies Programme
Αναλογιστική Επιστήμη και Διοικητική ΚινδύνουDepartment
Σχολή Χρηματοοικονομικής και Στατιστικής. Τμήμα Στατιστικής και Ασφαλιστικής ΕπιστήμηςNumber of pages
86Language
GreekCollections
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Αναφορά Δημιουργού-Μη Εμπορική Χρήση-Όχι Παράγωγα Έργα 3.0 Ελλάδα
Αναφορά Δημιουργού-Μη Εμπορική Χρήση-Όχι Παράγωγα Έργα 3.0 Ελλάδα