1. Palmer, C. J. (2026). An IV Hazard Model of Loan Default with an Application to Subprime Mortgage Cohorts. The Journal of Finance.

    Note: Doesn't have dual hazards, but still interesting. Likely can be extended to multi hazard models.

  2. Sirignano, J., Sadhwani, A., & Giesecke, K. (2016). Deep Learning for Mortgage Risk.