Search Results - subject:"Conditional Probability"

Credit scoring analysis using a fuzzy probabilistic rough set model

Capotorti, Andrea; Barbanera, Eva - In: Computational Statistics & Data Analysis 56 (2012) 4, pp. 981-994

conditional probability assessments cope well with the problem of unifying these different approaches, a merging of fuzzy rough … set models, credibility degrees of multiple premises are introduced through conditional probability assessments …

Persistent link: https://www.econbiz.de/10010574487

Risque de crédit et volatilité des spreads sur le marché de la dette privée en euro

Sodjahin, Amos Aristide - Université Paris-Dauphine (Paris IX) - 2011

The credit risk on the bond market is characterized by the possible default of a counterparty, but also by changes in the spread following a perceived deterioration, by the market, of the credit quality of the issuer. This thesis focuses on credit spreads on corporate bond market in euros....

Persistent link: https://www.econbiz.de/10010705791

Peas in a pod: Canadian and Australian banks before and during a Global Financial Crisis

Allen, David E; Boffey, R.R; Powell, R. J. - School of Business, Edith Cowan University - 2011

conditional probability of default which measures extreme credit risk. This paper finds that bank risk was significantly similar …

Persistent link: https://www.econbiz.de/10011158975

PRICING AND FILTERING IN A TWO-DIMENSIONAL DIVIDEND SWITCHING MODEL

GAPEEV, PAVEL V.; JEANBLANC, MONIQUE - In: International Journal of Theoretical and Applied … 13 (2010) 07, pp. 1001-1017

European contingent claims through the filtering estimates of occurrence of the switching times and their conditional … probability density derived given the filtration generated by the underlying asset price processes. …

Persistent link: https://www.econbiz.de/10008725901

Analytical methods for wind persistence: Their application in assessing the best site for a wind farm in the State of Veracruz, Mexico

Cancino-Solórzano, Yoreley; Gutiérrez-Trashorras, … - In: Renewable Energy 35 (2010) 12, pp. 2844-2852

autocorrelation function, conditional probability and the curves of speed duration, used satisfactorily by other authors. The …

Persistent link: https://www.econbiz.de/10011046197

Bivariate generalized exponential distribution

Kundu, Debasis; Gupta, Rameshwar D. - In: Journal of Multivariate Analysis 100 (2009) 4, pp. 581-593

Recently it has been observed that the generalized exponential distribution can be used quite effectively to analyze lifetime data in one dimension. The main aim of this paper is to define a bivariate generalized exponential distribution so that the marginals have generalized exponential...

Persistent link: https://www.econbiz.de/10005221550

Conditionals and conditional thinking

Manfrinati, Andrea; Giaretta, Pierdaniele; Cherubini, Paolo - In: Mind and Society: Cognitive Studies in Economics and … 7 (2008) 1, pp. 21-34

Persistent link: https://www.econbiz.de/10005184752

Practical ways of evaluating wind speed persistence

Koçak, Kasım - In: Energy 33 (2008) 1, pp. 65-70

of Turkey. These methods are based on autocorrelation function, conditional probability and the wind speed duration …

Persistent link: https://www.econbiz.de/10011054988

Non-Archimedean Subjective Probabilities in Decision Theory and Games

Hammond, Peter J. - Department of Economics, Stanford University - 1997

-Archimedean probabilities, subjective expected utility, Anscombe--Aumann axioms, lexicographic expected utility, conditional probability systems …

Persistent link: https://www.econbiz.de/10005793704

The Bernstein-Von Mises Theorem in Semiparametric Competing Risks Models

Blasi, Pierpaolo De; Hjort, Nils L. - International Centre for Economic Research (ICER) - 2007

probability of a failure type and the overall hazard rate. We model the conditional probability as a smooth function of time and … semiparametric Bayesian models of competing risks data. The cause-specific hazard is taken as the product of the conditional …

Persistent link: https://www.econbiz.de/10004980482