Search Results - subject:"conditional probability"

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

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

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

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

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

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

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

ON SOME INCONSISTENCIES IN MODELING CREDIT PORTFOLIO PRODUCTS

FABOZZI, FRANK J.; TUNARU, RADU - In: International Journal of Theoretical and Applied … 10 (2007) 08, pp. 1305-1321

The survival probability term structure has become the main concept in modeling credit risk for pricing, risk management, and investment decisions. The Kth-to-default contract is not only a relatively liquid credit risk instrument but also a vehicle that credit rating agencies employ to...

Persistent link: https://www.econbiz.de/10005080464

Dynamical structures of high-frequency financial data

Kim, Kyungsik; Yoon, Seong-Min; Kim, SooYong; Chang, Ki-Ho - In: Physica A: Statistical Mechanics and its Applications 376 (2007) C, pp. 525-531

addition, the conditional probability is numerically estimated from a return series of KOSPI tick data. Non-trivial probability …

Persistent link: https://www.econbiz.de/10010588788

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