The probability distribution of the number of defaults plays an important role in pricing problems of multiple-name credit derivatives. When the group size gets large, it becomes increasingly ...
The Canadian Journal of Statistics / La Revue Canadienne de Statistique, Vol. 16, No. 4 (Dec., 1988), pp. 399-409 (11 pages) Recursive estimates fn (r)(x) of the rth derivative f(r)(x)(r=0,1) of the ...
Abstract: This paper focuses on approaches that address the intractability of knowledge acquisition of conditional probability tables in causal or Bayesian belief networks. We state a rule that we ...
The Chapman-Kolmogorov equations are a set of recursive equations used to find the probability of being in a certain state at a certain time, given the initial state. The equations are given by: P(X(t ...
Abstract: We address a well known problem of computer science, the problem of computing the probability that a given number of people m > 1 have the same birthday from among the members of a larger ...
We analyse the performance of a recursive Monte Carlo method for the Bayesian estimation of the static parameters of a discrete-time state-space Markov model. The algorithm employs two layers of ...
You are currently accessing Risk.net via your Enterprise account. If you already have an account please use the link below to sign in. If you have any problems with your access or would like to ...
ABSTRACT: In this paper, we have used an algorithm to fit the Burr XII distribution to a set of insurance data. As it is well known, the probability of ultimate ruin is obtained as a solution to an ...
Recursive CTE remove duplicated lines silently (it may be linked to a desired behaviour in other case) but for my use case it's buggy. I'm try so simulate successive binary launch with same ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback