Kevin
~kdduncan.bsky.social
6 papers, 6 read
groups: none
Sirignano, J., Sadhwani, A., & Giesecke, K. (2016). Deep Learning for Mortgage Risk.
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.
Haase, G. C., Dourado, P. H., & Costa, J. P. V. (2026). Beyond mirror validation: the cost of ineffective challenge in model risk management. Journal of Risk Model Validation.
Alsan, M., Schwartzstein, J., & Stantcheva, S. (2026). The Universal Pursuit of Safety and the Demand for (Lethal, Non-Lethal or No) Guns. Working Paper Series.
Note: People who want to buy firearms vs those that don't both want to meet some safety
Armona, L., & Rosenberg, A. (2025). Second-Best Amendment: Market Power and Tax Design in the Firearms Industry.
Note: Other work points to people having stated preference for type of guns over safety concerns (Alsan et al, 2026 NBER WP). If consumer preference is also based around meeting safety objectives, likely welfare estimates are wrong. A handgun I can conceal/open carry, not so with an AR.
Moshary, S., Shapiro, B. T., & Drango, S. (2025). Preferences for Firearms. American Economic Review: Insights.
Note: The paper classifies all semi-automatic shotguns and rifles as "assault weapons" in it's estimation strategy. This is likely not well defended and can be relaxed. Also, if they have any information about where respondents are from, you can link purchase preferences to local laws
No papers tagged [credit risk modeling] here.
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