Results 201 to 210 of about 7,683 (263)

Robust Bernoulli Mixture Models for Credit Portfolio Risk

open access: yesMathematical Finance, Volume 36, Issue 3, Page 528-543, July 2026.
ABSTRACT This paper presents comparison results and establishes risk bounds for credit portfolios within classes of Bernoulli mixture models, assuming conditionally independent defaults that are stochastically increasing in a common risk factor. We provide simple and interpretable conditions on conditional default probabilities that imply a comparison ...
Jonathan Ansari, Eva Lütkebohmert
wiley   +1 more source

Information Design in Common Value Auction With Moral Hazard: Application to OCS Leasing Auctions

open access: yesEconometrica, Volume 94, Issue 4, Page 1171-1208, July 2026.
This paper explores the impact of information design on the auctioneer's revenue in the U.S. offshore oil/gas lease auctions where, post‐auction, the winner decides whether to explore the auctioned tract and must pay the government a royalty on its production value.
Anh Nguyen
wiley   +1 more source

A Synthetic European Weather Dataset Based on Spatiotemporal Vine Copulas. [PDF]

open access: yesSci Data
Claassen JN   +4 more
europepmc   +1 more source

Integrative multi-omics analysis reveals stress-specific molecular architectures in soybean under drought and rust infection. [PDF]

open access: yesBMC Genomics
Husein G   +6 more
europepmc   +1 more source

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