Results 1 to 10 of about 5,521,839 (145)
Economic Loan Loss Provision and Expected Loss [PDF]
Business Research, 2010 The intention of a loss provision is the anticipation of credit's expected losses by adjusting the book values of the credits. Furthermore, this loan loss provision has to be compared to the expected loss according to Basel II and if necessary, equity ...
Sebastian Ostrowski, Stefan Hlawatsch
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Forecasting Expected and Unexpected Losses [PDF]
SSRN Electronic Journal, 2020 Extending a standard credit-risk model illustrates that a single factor can drive both expected losses and the extent to which they may be exceeded in extreme scenarios, ie "unexpected losses." This leads us to develop a framework for forecasting these losses jointly. In an application to quarterly US data on loan charge-offs from 1985 to 2019, we find
Juselius, Mikael, Tarashev, Nikola A.
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Loss Expectation and Income Shifting
SSRN Electronic Journal, 2020 This study examines the effects of expected losses on income shifting from various perspectives. Using a set of worldwide multinational corporation (MNC) affiliates, this study first finds empirical evidence of ex ante adjustments of income-shifting strategies by affiliates, supporting the existence of limited flexibility introduced in Hopland et al ...
Ye Ji Lee, Ji Seon Yoo
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Relative Expected Instantaneous Loss Bounds
Journal of Computer and System Sciences, 2002 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Jürgen Forster, Manfred K. Warmuth
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Revisiting maximum-a-posteriori estimation in log-concave models [PDF]
, 2019 Maximum-a-posteriori (MAP) estimation is the main Bayesian estimation methodology in imaging sciences, where high dimensionality is often addressed by using Bayesian models that are log-concave and whose posterior mode can be computed efficiently by ...
Pereyra, Marcelo
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Torsional rigidity for cylinders with a Brownian fracture [PDF]
, 2017 We obtain bounds for the expected loss of torsional rigidity of a cylinder $\Omega_L=(-L/2,L/2) \times \Omega\subset \R^3$ of length $L$ due to a Brownian fracture that starts at a random point in $\Omega_L,$ and runs until the first time it exits ...
Berg, M. van den, Hollander, F. den
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Option-implied information and predictability of extreme returns : [Version 28 Januar 2013] [PDF]
, 2012 We study whether prices of traded options contain information about future extreme market events. Our option-implied conditional expectation of market loss due to tail events, or tail loss measure, predicts future market returns, magnitude, and ...
Vilkov, Grigory, Xiao, Yan
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Gains and Losses in Nonadditive Expected Utility [PDF]
, 1994 This paper provides a simple approach for deriving cumulative prospect theory. The key axiom is a cumulative dominance axiom which requires that a prospect be judged more attractive if in it greater gains are more likely and greater losses are less likely.
Rakesh, S., Wakker, P.P.
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Expectation-Based Loss Aversion and Strategic Interaction [PDF]
SSRN Electronic Journal, 2017 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Simon Dato +3 more
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Expected exponential loss for gaze-based video and volume ground truth annotation
, 2017 Many recent machine learning approaches used in medical imaging are highly reliant on large amounts of image and ground truth data. In the context of object segmentation, pixel-wise annotations are extremely expensive to collect, especially in video and ...
BE Menze +7 more
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