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[PDF] Top 20 The Lila distribution and its applications in risk modelling

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The Lila distribution and its applications in risk modelling

The Lila distribution and its applications in risk modelling

... Abstract: Risk data sets tend to have heavy-tailed, sometimes bi-modal, empirical distributions, especially in operational risk, market risk and cus- tomers behaviour data ... Voir le document complet

26

The Double Pareto-Lognormal Distribution and its applications in actuarial science and finance

The Double Pareto-Lognormal Distribution and its applications in actuarial science and finance

... THE DOUBLE PARETO-LOGNORMAL DISTRIBUTION The double Pareto-lognormal (dPlN) distribution is defined as an exponenti- ated normal-Laplace random variable and provides a useful parametric ... Voir le document complet

85

Modelling Soil Erosion Risk and its Impacts in the Mediterranean area for the 21st century

Modelling Soil Erosion Risk and its Impacts in the Mediterranean area for the 21st century

... Erosion Risk and its Impacts in the Mediterranean area for the 21st century Yves Le Bissonnais and the MESOEROS Team INRA - LISAH, Laboratoire d’étude des ... Voir le document complet

2

Modelling waterfowl abundance and distribution to inform conservation planning in Canada

Modelling waterfowl abundance and distribution to inform conservation planning in Canada

... for the boreal by bufflehead, goldeneye species, merganser species, scoter species, and the ring-necked ...duck. In contrast with species selecting the PP, these species tended to have ... Voir le document complet

285

Bud-burst modelling in Siberia and its impact on quantifying the carbon budget

Bud-burst modelling in Siberia and its impact on quantifying the carbon budget

... from the strategies evolved by plants to optimize their period of activity under given environmental conditions of temperature, light and water ...availability. In the boreal zone, it strikes ... Voir le document complet

33

Curvilinear structure modeling and its applications in computer vision

Curvilinear structure modeling and its applications in computer vision

... extraction in a fully automatic way, where the performance is not biased by the hyperparameter ...process. In Section ...of the proposed ...gradient and morphological ... Voir le document complet

155

A new algorithm for the loss distribution function with applications to Operational Risk Management

A new algorithm for the loss distribution function with applications to Operational Risk Management

... mixes the use of the Panjer algorithm [Panjer (1981)] with kernel density estima- tion [Wand and Jones (1995)], and Monte Carlo simulations [Fishman ...improves the accuracy of ... Voir le document complet

28

Mini-symposium on automatic differentiation and its applications in the financial industry

Mini-symposium on automatic differentiation and its applications in the financial industry

... is the market-value of counterparty credit ...as the difference between the risk-free value of the portfolio and its true value that takes into account counterparties ... Voir le document complet

21

Dam Break Flow Modelling and Geographical Distribution of the Roughness Coefficient

Dam Break Flow Modelling and Geographical Distribution of the Roughness Coefficient

... interest in dam break flow numerical computation (Alcrudo et al. 1992; Bellos and Sakkas ; Fennema and Chaudhry ; Fread 1984; ...solve the 1D flow equations (Garcia-Navarro et al. 1999). ... Voir le document complet

8

Complexity in electro-optic delay dynamics: modelling, design and applications

Complexity in electro-optic delay dynamics: modelling, design and applications

... in Opti s, the dynami al variable being the light intensity at the output of a ring avity ontaining a Kerr medium (see ...reveals the entral role of the delay indu ed by ... Voir le document complet

24

Wall friction and its effects on the density distribution in the compaction of pharmaceutical excipients

Wall friction and its effects on the density distribution in the compaction of pharmaceutical excipients

... ratio; modelling. INTRODUCTION The process of compaction of pharmaceutical powders and the resulting density of the tablet are mainly inèuenced by two major mechanisms: (i) ... Voir le document complet

8

Negative pressures in full-scale distribution system: field investigation, modelling, estimation of intrusion volumes and risk for public health

Negative pressures in full-scale distribution system: field investigation, modelling, estimation of intrusion volumes and risk for public health

... PRQLWRULQJ and hydraulic and transient analyses were conducted in the same distribution system where two epidemio- logical studies showing an increase in gastrointestinal ... Voir le document complet

7

Asymptotic optimal pricing with asymmetric risk and applications in finance

Asymptotic optimal pricing with asymmetric risk and applications in finance

... for the grids Γ Y i that quantize the states of Y t i , at time t i for i “ 0, ...given the expression of the instantaneous and terminal reward, one can expect Y to stay close to 0, but ... Voir le document complet

159

Risk Analysis on C-ITS pseudonymity aspects

Risk Analysis on C-ITS pseudonymity aspects

... TVRA, Risk assessment, pseudonym ...communicate and cooperate by exchanging V2X messages in order to improve road safety and traffic ...Enabling the communication in Cooper- ... Voir le document complet

6

Four notions of mean preserving increase in risk, risk attitudes and applications to the Rank-Dependent Expected Utility model

Four notions of mean preserving increase in risk, risk attitudes and applications to the Rank-Dependent Expected Utility model

... , and Y ∗ , with values y 1 ≤ x 1 and y 2 ≥ x 2 . The (risk averse) preference of X ∗ to Y ∗ is quite ...natural. The question of (von-Neumann & Morgenstern) Independence axiom ... Voir le document complet

29

Modelling the Delay Distribution of Binary Spray and Wait Routing Protocol

Modelling the Delay Distribution of Binary Spray and Wait Routing Protocol

... A In this part, we validate our model and evaluate its accuracy in a realistic context using real life connection ...[15], and used a subset of 11 nodes that corresponds to a group of ... Voir le document complet

7

Comonotonic Monte Carlo and its applications in option pricing and quantification of risk

Comonotonic Monte Carlo and its applications in option pricing and quantification of risk

... evaluated the performance of the method in realistic cases by the il- lustrative numerical ...examples. The parametric study revealed the strong dependence of the method ... Voir le document complet

22

Sovereign risk modelling and applications

Sovereign risk modelling and applications

... 31 The hybrid sovereign default model that we propose in this chapter also combines the structural and the reduced-form ...On the one hand, the accessible part of ... Voir le document complet

167

Riemannian Median and Its Applications for Orientation Distribution Function Computing

Riemannian Median and Its Applications for Orientation Distribution Function Computing

... Median and Its Applications for Orientation Distribution Function Computing ...Introduction. The geometric median is a classic robust estimator of centrality for data in ... Voir le document complet

2

Refinancing risk and its impact on distressed company valuation

Refinancing risk and its impact on distressed company valuation

... 2.3.2.2.2 Risk-free rate Once the credit spread has been computed, the next step consists in computing the forecasted interest rate, which is equal to the sum of the ... Voir le document complet

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