Search Results - subject:"Probability of exceedance"

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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

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

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

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

Time independent seismic hazard analysis in Alborz and surrounding area

Jafari, Mohammad Ashtari - In: Natural Hazards 42 (2007) 1, pp. 237-252

The Bayesian probability estimation seems to have efficiencies that make it suitable for calculating different parameters of seismicity. Generally this method is able to combine prior information on seismicity while at the same time including statistical uncertainty associated with the...

Persistent link: https://www.econbiz.de/10010846422