Shermineh Haghani

Government of the United States of America - Office of the Comptroller of the Currency (OCC)

400 7th Street SW

Washington, DC 20219

United States

SCHOLARLY PAPERS

2

DOWNLOADS

170

CITATIONS

0

Scholarly Papers (2)

1.

Modeling Hedge Fund Lifetimes: A Dependent Competing Risks Framework with Latent Exit Types

Number of pages: 51 Posted: 22 Nov 2012 Last Revised: 16 Sep 2015
Shermineh Haghani
Government of the United States of America - Office of the Comptroller of the Currency (OCC)
Downloads 91 (217,113)

Abstract:

Hedge Funds, Frailty, Duration Models, Competing Risks

2.

Estimation of the Probability of Credit Card Charge-Off in the Presence of Competing Risks

Number of pages: 28 Posted: 11 Mar 2015 Last Revised: 08 Feb 2016
Shermineh Haghani
Government of the United States of America - Office of the Comptroller of the Currency (OCC)
Downloads 41 (262,838)

Abstract:

Credit Card, Charge-Off, Delinquency and Bankruptcy, Unobserved Heterogeneity, Duration Models, Competing Risks