This paper investigates the performance of forecasting models for default risk referring to the
annual balance sheet information of Italian firms. One of the main issues in bankruptcy …

In this paper we develop statistical models for the prediction of bankruptcy in Italian firms in
the limited liability sector using annual balance-sheet information. Several issues are …

Different models have been proposed in corporate finance literature for predicting the risk of
firm bankruptcy and insolvency. In spite of the large amount of empirical findings, significant …

The book develops the capabilities arising from the cooperation between mathematicians
and statisticians working in insurance and finance fields. It gathers some of the papers …

Different models have been proposed in corporate finance literature for predicting the risk of
firm's bankruptcy and insolvency. In spite of the large amount of empirical findings …

In this paper we develop statistical models for bankruptcy prediction of Italian firms in the
limited liability sector, using annual balance sheet information. Several issues involved in …

The aim of the paper is to investigate different aspects involved in developing prediction
models in default risk analysis. In particular, we focused on the comparison of different …