Dyrberg Rommer, Anne (contributor) - 2005
logistic distribution is similar to the normal, except in the tails, and so the logit and the probit model tend to give similar … probit model. Specifikationen af kreditrisikomodellen som en hazard-
model tillader os at inkludere information om … tails, and so the logit and the probit model tend to give similar probabilities, except in
the tails. The tails of the …