Repository of codes developed in the paper: A Zero-One Inflated Mixture Model for Loss Given Default Data: The Beta Distribution Case
Find de data in: zero-oneinflatedbetas/dados.csv
"bs" : behavioral scorecard
"pz_amor" : repayment term of the housing loan
"vl_recuperacao" : recovered value
"EAD" : exposure at default
"lgd" : loss givend default
"COD_OR_REC" : source of funding
"COD_tp_garantia" : type of colateral
"tempo_sobrev1" : time to default
"tempo_sobrev2" : time to recovery