We are proud to unveil our latest published work, titled "Approaches for modelling the term-structure of default risk under IFRS 9: A tutorial using discrete-time survival analysis", published in the ...
Finally, an in-depth and data-driven tutorial to term-structure/lifetime modelling (PD) under IFRS 9! Kindly find attached the preprint of our work, having used discrete-time hazard models from ...
This repository incldues the source codes for two tutorial examples. These two examples are deliberately chosen to support stepwise learning. The first example includes a simple and intuitive mobile ...
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