Date:         Thu, 28 May 2009 08:29:57 -0700
Reply-To:     shawn.haskell@STATE.VT.US
Sender:       "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From:         shawn.haskell@STATE.VT.US
Organization: http://groups.google.com
Subject:      Re: Survival analysis to forecast time to default
Comments: To: sas-l@uga.edu
Content-Type: text/plain; charset=ISO-8859-1

On May 27, 9:03 am, surajit....@GMAIL.COM (Surajit Das) wrote:
> Dear All,
>
> I am trying to use survival analysis to forecast the time to default. It
> would be of great help if someone can point me to some reading material.
>
> Regards,
>
> Surajit

sounds like you're talking about a form of paramteric survival model
sometimes referred to as accelerated failure-time models - modeling
factors that affect timing of an event (not hazard of event occurring
with Cox PH).  The text i usually refer folks to - only becasue it was
helpful to me - is Kleinbaum and Klein's (2005) "Survivial anlaysis: a
self-learning text".