, transition probabilities matrix differentiated by gender, age groups, educational levels, marital status and place of residence … residents, and the results of the logistic regression models consistent with the transition probabilities matrix results, except …

composite estimators used in some countries, the multivariate estimator takes into account the different probabilities of …

, transition probabilities matrix differentiated by gender, age groups, educational levels, marital status and place of residence … residents, and the results of the logistic regression models consistent with the transition probabilities matrix results, except …

deviation probabilities for the loss on a portfolio of loans. Related literature typically assumes that realised losses on … importance sampling to estimate large deviation probabilities in those models. Numerical evidence indicates that the proposed … deviation probabilities across a wide variety of PD-LGD correlation models that have been proposed in the literature. …

deviation probabilities for the loss on a portfolio of loans. Related literature typically assumes that realised losses on … importance sampling to estimate large deviation probabilities in those models. Numerical evidence indicates that the proposed … deviation probabilities across a wide variety of PD-LGD correlation models that have been proposed in the literature. …