In the period before the second World War, the Dutch Bureau of Statistics had developed two sets of indicators ofunemployment in the Netherlands. One was based on statistical data of unemployment insurance funds of tradeunions and the other one on statistical data of labour exchanges. This paper...

The paper proposes an application of the survival time analysis methodology to estimations of the Loss Given Default (LGD) parameter. The main advantage of the survival analysis approach compared to classical regression methods is that it allows exploiting partial recovery data. The model is...