Results 211 to 220 of about 5,520 (288)

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

Volcanic Forcing Amplifies Extreme Wet‐to‐Dry in Pre‐Flood South China Driven by Internal Variability

open access: yesGeophysical Research Letters, Volume 53, Issue 11, 16 June 2026.
Abstract Dry‐wet whiplash events profoundly impact society and the environment, yet their attribution remain poorly understood. This study reveals that the unprecedented interannual wet‐to‐dry transition (return period: 979.2 years) in South China's 1962–1963 pre‐flood season is co‐driven by internal variability and volcanic forcing.
Qi Wen   +5 more
wiley   +1 more source

Large‐Scale Moisture Circulation Index Related to Socioeconomic Drought and Its Subseasonal Forecast Skill in the Asian Monsoon Rainy Season

open access: yesJournal of Geophysical Research: Atmospheres, Volume 131, Issue 11, 16 June 2026.
Abstract Socioeconomic drought, which occurs when water demand exceeds available supply and often leads to water withdrawal restrictions, affects water resource management. However, the relationship between large‐scale moisture circulation and the occurrence of socioeconomic drought has not been well understood. In this study, we focused on the Yoshino
Yuta Tamaki, Noriko N. Ishizaki
wiley   +1 more source

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