The paper presents the basic Credit Risk+ model, and proposes some modifications. This model could be useful in the stress-testing financial sector assessments process as a benchmark for credit risk evaluations. First, we present the setting and basic definitions common to all the model...

Modeling and analysis of lifetimes is an important aspect of statistical work in a wide variety of scientific and technological fields. For the first time, the called Kumaraswamy Exponentiated Pareto distribution, is introduced. Some structural properties of the proposed distribution are studied...

Given a_{1}; a_{2},...a_{n} in Z^{d}, we examine the set, G, of all nonnegative integer combinations of these ai. In particular, we examine the generating function f(z) = Sum_{b in G}z^{b}. We prove that one can write this generating function as a rational function using the neighborhood complex...