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  • Search: subject:"Buffered probability"
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Subject
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Probability theory 5 Wahrscheinlichkeitsrechnung 5 Buffered probability of exceedance 4 Theorie 4 Theory 4 CVaR 2 Estimation 2 Mathematical programming 2 Mathematische Optimierung 2 Sampling 2 Schätzung 2 Stichprobenerhebung 2 Stochastic process 2 Stochastischer Prozess 2 Asset-Backed Securities 1 Asset-backed securities 1 Buffered failure probability 1 Buffered probability 1 CDO 1 CDS 1 Collateral 1 Collateralized debt obligation 1 Conditional value at risk 1 Credit Default Swap 1 Credit derivative 1 Credit rating 1 Credit risk 1 Derivat 1 Derivative 1 Estimation theory 1 Expected shortfall 1 Gradient 1 Importance sampling 1 Insolvency 1 Insolvenz 1 Kreditderivat 1 Kreditrisiko 1 Kreditsicherung 1 Kreditwürdigkeit 1 Large deviations 1
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Undetermined 5
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Article 5
Type of publication (narrower categories)
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Article in journal 4 Aufsatz in Zeitschrift 4 Aufsatz im Buch 1 Book section 1
Language
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English 5
Author
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Uryasev, Stan 3 Budhiraja, Amarjit 1 Byun, Ji-Eun 1 Guan, Yongpei 1 Lu, Shu 1 Mafusalov, Alexander 1 Pertaia, Giorgi 1 Prokhorov, Artem 1 Royset, Johannes O. 1 Shapiro, Alexander 1 Tran-Dinh, Quoc 1 Yu, Yang 1 Zhang, Tong 1
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Published in...
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Operations research letters 2 Annals of operations research ; volume 302, number 1 (July 2021) 1 European journal of operational research : EJOR 1 Journal of banking & finance 1
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ECONIS (ZBW) 5
Showing 1 - 5 of 5
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A new approach to credit ratings
Pertaia, Giorgi; Prokhorov, Artem; Uryasev, Stan - In: Journal of banking & finance 140 (2022), pp. 1-12
Persistent link: https://www.econbiz.de/10013463125
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Minimization of a class of rare event probabilities and buffered probabilities of exceedance
Budhiraja, Amarjit; Lu, Shu; Yu, Yang; Tran-Dinh, Quoc - 2021
Persistent link: https://www.econbiz.de/10012605874
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Gradients and subgradients of buffered failure probability
Royset, Johannes O.; Byun, Ji-Eun - In: Operations research letters 49 (2021) 6, pp. 868-873
Persistent link: https://www.econbiz.de/10013266069
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Derivatives and subderivatives of buffered probability of exceedance
Zhang, Tong; Uryasev, Stan; Guan, Yongpei - In: Operations research letters 47 (2019) 2, pp. 130-132
Persistent link: https://www.econbiz.de/10012003278
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Estimation and asymptotics for buffered probability of exceedance
Mafusalov, Alexander; Shapiro, Alexander; Uryasev, Stan - In: European journal of operational research : EJOR 270 (2018) 3, pp. 826-836
Persistent link: https://www.econbiz.de/10011882603
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