Pricing Time-to-Event Contingent Cash Flows: A Discrete-Time Survival Analysis Approach
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- Jackson P. Lautier & Vladimir Pozdnyakov & Jun Yan, 2022. "On the Convergence of Credit Risk in Current Consumer Automobile Loans," Papers 2211.09176, arXiv.org, revised Jan 2024.
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This paper has been announced in the following NEP Reports:- NEP-RMG-2022-01-31 (Risk Management)
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