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stat.ME2025
State Space Modeling of Mortgage Default Rates under Natural Hazard Shocks
Samuel J. Eschker, Antik Chakraborty, Melanie Gall +2
Mortgage default rates, on the one hand, serve as a measure of economic health to support decision-making by insurance companies, and on the other hand, is a key risk factor in the…
stat.ME2022
Estimation of High-Dimensional Normal Means through Inferential Models
Samuel J. Eschker, Chuanhai Liu
The classical multivariate normal means problem remains conceptually unresolved. While shrinkage and empirical Bayes methods improve risk by imposing external geometric or hierarch…