This paper introduces and explores variations on a natural extension of the intensity-based doubly stochastic framework for credit default. The essential addition proposed here is to introduce a ...
This is a preview. Log in through your library . Journal Information Journal of Applied Probability and Advances in Applied Probability have for four decades provided a forum for original research and ...
Models suitable for statistical inference in Markov chains are considered featuring various forms of stochastic entry, including Poisson, renewable binomial pool, uncertain pool size, negative ...
High-order Markov chain models extend the conventional framework by incorporating dependencies that span several previous states rather than solely the immediate past. This extension allows for a ...
CATALOG DESCRIPTION: Fundamentals of random variables; mean-squared estimation; limit theorems and convergence; definition of random processes; autocorrelation and stationarity; Gaussian and Poisson ...
Markov Chain Monte Carlo (MCMC) methods have become indispensable in contemporary statistical science, enabling researchers to approximate complex probability distributions that are otherwise ...
This course is compulsory on the BSc in Actuarial Science and BSc in Actuarial Science (with a Placement Year). This course is available on the BSc in Data Science, BSc in Financial Mathematics and ...
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