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    • Making use of survival analysis to indirectly model loss given default 

      Joubert, M.; Verster, T.; Raubenheimer, H. (Stellenbosch Univ, 2018)
      A direct or indirect modelling methodology can be used to predict Loss Given Default (LGD). When using the indirect LGD methodology, two components exist, namely, the loss severity component and the probability component. ...