The term structure of credit spreads is studied with an aim to predict its future movements. A completely new approach to tackle this problem is presented, which utilizes nonlinear parametric models. The Brain-Cousens regression model with five parameters is chosen to describe the term structure...

We consider variable acceptance sampling plans that control the lot or process fraction defective, where a specification limit defines acceptable quality. The problem is to find a sampling plan that fulfils some conditions, usually on the operation characteristic. Its calculation heavily depends...

This paper presents a discussion of overdispersed generalized linear regression models. Commonly used estimates of the unknown dispersion parameter are the Pearson statistic or the modification of Farrington (1996), who proposed a first order linear correction term to Pearson's statistic. We...