2 papers
q-fin.RM2025
Quantifying socio-temporal effects of loan delinquency drivers in microfinance
Cedric H. A. Koffi, Viani Biatat Djeundje, Olivier Menoukeu Pamen
We develop and evaluate a family of discrete-time logit-link (LLink) models, including fixed-effects and frailty extensions, to quantify associations between socio-temporal factors…
q-fin.PR2024
On the valuation of life insurance policies for dependent coupled lives
Kira Henshaw, Cedric H. A. Koffi, Olivier Menoukeu Pamen +1
In this paper, we investigate a complex variation of the standard joint life annuity policy by introducing three distinct contingent benefits for the surviving member(s) of a coupl…