Calculating Value-at-Risk contributions in CreditRisk+
Credit Suisse First Boston (CSFB) launched in 1997 the model CreditRisk+ which aims at calculating the loss distribution of a credit portfolio on the basis of a methodology from actuarial mathematics.
Haaf, Hermann, Tasche, Dirk
core +1 more source
Predicting Clinical Outcomes in COVID-19 and Pneumonia Patients: A Machine Learning Approach
In the clinical diagnosis of pneumonia, particularly during the COVID-19 pandemic, individuals who progress to a critical stage requiring mechanical ventilation are classified as mechanically ventilated critically ill patients.
Kaida Cai +4 more
doaj +1 more source
Recidivists, or ex-prisoners who commit crimes after serving a prior sentence, pose a critical challenge to the criminal justice system. This study examines social and economic factors that may reduce the likelihood of recidivists being re-arrested ...
Nuraziza Arfan +3 more
doaj +1 more source
The existing housing stock in Europe, including scattered farmhouses, is grossly inadequate for long-term care (LTC) at home. Renovating these houses suitable for LTC requires a considerable new investment. An alternative is to sell or transfer ownership
Samo Drobne +3 more
doaj +1 more source
Securitization of Longevity and Mortality Risk [PDF]
This paper deals with Alternative Risk Transfer (ART) through the securitization of longevity and mortality risks in pension plans and commercial life insurance. Various types of such mortality-linked securities are described (e.g., CATM bonds, longevity
Tomas Cipra
core
Formulation of a spatiotemporal model for the analysis of neonatal mortality amidst SDG interventions: The case of Uganda. [PDF]
Bamwebaze G +3 more
europepmc +1 more source
Corrigendum to "Seemingly unrelated time series model for forecasting the peak and short-term electricity demand: Evidence from the Kalman filtered Monte Carlo method" [Heliyon Volume 9, Issue 8, August 2023, Article e18821]. [PDF]
Owusu FK +6 more
europepmc +1 more source
A Numerical Comparison of Petri Net and Ordinary Differential Equation SIR Component Models. [PDF]
Reckell T +4 more
europepmc +1 more source
Untangling choices: how awareness and socio-economic status shape malaria vaccination decisions among Ghanaian women. [PDF]
Ansah RK +7 more
europepmc +1 more source
Local and global mortality experience: A novel hierarchical model for regional mortality risk. [PDF]
Nalmpatian A +3 more
europepmc +1 more source

