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  1. Modeling-credit-risk-delinquency-in-MFI Modeling-credit-risk-delinquency-in-MFI Public

    Python implementation of credit-risk delinquency modelling, borrower transition prediction, and MCC-based multistate classification using synthetic microfinance loan data.

    Jupyter Notebook

  2. Pricing-dependent-life-insurance-contracts-with-MC-Fourier-Methods Pricing-dependent-life-insurance-contracts-with-MC-Fourier-Methods Public

    Codes I implemented for the paper "On the valuation of life insurance policies for dependent coupled lives". The notebooks focus on the pricing and sensitivity analysis of the contract prices to ke…

    Jupyter Notebook