Sagianou, Aliki; Hatzopoulos, Peter - In: Risks : open access journal 10 (2022) 7, pp. 1-30
model. Our aim is to thoroughly evaluate and stress test the HS model by deploying various link functions, using generalised …, new HS extensions are derived using the off-the-shelf link functions, namely the complementary log-log, logit and probit …, while we also reform the model by introducing a new form of link functions with a particular focus on the use of heavy …