In survival analysis, the presence of elements not susceptible to the event of interest is very common. These elements lead to what is called a fraction cure, cure rate, or even long-term survivors. In this paper, we propose a unified approach using the negative binomial distribution for...

In this paper, we propose an inflated mixture model to deal with multimodality in loss given default data. We propose a mixed of degenerate distributions, to handle zeros and ones excess, with a mixture of to-be-chosen bounded distributions for non-zeros and non-ones proportions. By applying the...