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PyUAT: An open-source Python framework for uncertainty-aware, efficient, and scalable model-driven cell tracking. [PDF]

PLoS One
Seiffarth J, Nöh K.
europepmc   +1 more source

Privacy-by-Design Approach to Generate Two Virtual Clinical Trials for Multiple Sclerosis and Release Them as Open Datasets: Evaluation Study.

J Med Internet Res
Demuth S, Rousseau O, Faddeenkov I, Paris J, De Sèze J, Baciotti B, Payet M, Guillaudeux M, Barreteau AF, Laplaud D, Edan G, Gourraud PA.   +11 more
europepmc   +1 more source

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Default Probabilities for Mortgages

Journal of Urban Economics, 1994
Summary: Models now exist for valuing the default option embedded in a mortgage. Implicitly, these models generate all the information necessary to determine the probability of default, in any possible situation. Economists and policymakers may find such default probabilities considerably more interesting than the nonobservable dollar value of the ...
Kau, James B., Keenan, Donald C., Kim, Taewon   +2 more
openaire   +1 more source

Probability of Default (PD)

2022
The following sections are included: Default Definition Rating System Rating System Concept Rating Grades PD Estimation Methods Probit and Logit Models Calibration Bernoulli Distribution and Binomial Process Time Scaled Default Probabilities Time Scaled Rating Transitions Modeling Tails Additional Thoughts on ...
Giuseppe Orlando, Michele Bufalo, Henry Penikas, Concetta Zurlo   +3 more
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Multiperiod default probability forecasting

Journal of Forecasting, 2021
AbstractAccounting standards require that financial institutions must measure default risk with respect to the full maturity of a financial instrument. This requires forecasting of future default probabilities. The forecast of future default probabilities concerns two aspects: forecasting macroeconomic scenarios and future average (with respect to the ...
openaire   +1 more source

Joint Default Probabilities and Sovereign Risk

International Interactions, 2007
The assessment of sovereign risk is of crucial importance for international lenders and investors. Many existing sovereign risk approaches are opaque and heavily rely on subjective choices. In general, they lack a theoretical basis. To assess sovereign risk, we use the Merton model in which a loan defaults if the value of a firm's assets falls below ...
Scholtens, Bert, Hameeteman, Daphne
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Confidence intervals for probabilities of default

Journal of Banking & Finance, 2005
In this paper we conduct a systematic comparison of confidence intervals around estimated probabilities of default (PD) using several analytical approaches as well as parametric and nonparametric bootstrap methods. We do so for two different PD estimation methods, cohort and duration (intensity), with 22 years of credit ratings data.
Samuel Gregory Hanson, Til Schuermann
openaire   +1 more source