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RePEcDerivatives & Volatility

APC Framework for Profit Modeling

Age–period–cohort models can enhance credit risk modeling across a company, improving underwriting and enabling profit and volatility predictions at the account level.

Featured in No. 49 on 15 May 2024 · on release day

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15 May 2024
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No. 49 · 15 May 2024
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RePEc:gam:jmathe:v:12:y:2024:i:10:p:1427-:d:1389720

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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