Lifetime PD Analytics for Credit Portfolios: A Survey

Author:

Brunel Vivien

Publisher

Elsevier BV

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1. Multihorizon discrete time survival models;Journal of the Operational Research Society;2020-08-07

2. Macroeconomic Approach to Point in Time Probability of Default Modeling – IFRS 9 Challenges;Journal of Central Banking Theory and Practice;2019-01-01

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