Results 41 to 50 of about 5,495,645 (192)

Expected credit loss modeling

Mohyla Mathematical Journal
This article proposes a method for modeling the probability of default, describes the statistical evaluation of the model, and presents a model of the software implementation algorithm. The algorithm automatically selects from the group of regression models where the models are both linear regression and various modifications of semi-logarithmic models
Svitlana Drin, Fedir Serdiuk
openaire   +3 more sources

Including uncertainty of the expected mortality rates in the prediction of loss in life expectancy

BMC Medical Research Methodology, 2023
Purpose This study introduces a novel method for estimating the variance of life expectancy since diagnosis (LEC) and loss in life expectancy (LLE) for cancer patients within a relative survival framework in situations where life tables based on the ...
Yuliya Leontyeva, Mats Lambe, Hannah Bower, Paul C. Lambert, Therese M.-L. Andersson   +4 more
doaj   +1 more source

Debris disk size distributions: steady state collisional evolution with P-R drag and other loss processes

, 2011
We present a new scheme for determining the shape of the size distribution, and its evolution, for collisional cascades of planetesimals undergoing destructive collisions and loss processes like Poynting-Robertson drag. The scheme treats the steady state
A. Campo-Bagatin, A. Fujiwara, A. Morbidelli, A.V. Krivov, A.V. Krivov, A.V. Krivov, B.A.S. Gustafson, B.C. Matthews, B.J. Gladman, C. Dominik, C. J. Clarke, C. Leinert, C. Leinert, C.A. Beichman, C.C. Stark, C.I. Fuentes, Ch. Vitense, D. Nesvorný, D.D. Durda, D.D. Durda, D.E. Backman, D.P. O’Brien, E. Grün, G.J. Flynn, G.W. Wetherill, H. Ishimoto, H. Kobayashi, H. Tanaka, H.E. Schlichting, I. Sheret, J.A. Burns, J.S. Dohnanyi, K. Grogan, K. Heng, M. Booth, M. C. Wyatt, M. Reidemeister, M.C. Wyatt, M.C. Wyatt, M.C. Wyatt, M.C. Wyatt, M.C. Wyatt, M.C. Wyatt, M.C. Wyatt, M.J. Kuchner, N.N. Gor’kavyi, P. Plavchan, P. Tanga, P. Thébault, P. Thébault, S.F. Dermott, S.F. Dermott, S.G. Love, S.J. Kortenkamp, S.T. Stewart, T. Birnstiel, T. Löhne, W. Benz, W.C. Fraser, W.F. Bottke   +59 more
core   +1 more source

Credit Risk Management Dynamics: Evidence from Indonesian Rural Banks

Risks
This paper investigates credit risk management as a dynamic system. Panel Vector Autoregression (PVAR) is employed to model interrelationships among four key components: Non-Performing Loans (NPLs), Loan Loss Provision (LLP), loan charge-off (LCO) and ...
Moch Doddy Ariefianto, Triasesiarta Nur, Bryna Meivitawanli   +2 more
doaj   +1 more source

Restrained Expectations in Late Pregnancy Following Loss [PDF]

Journal of Obstetric, Gynecologic & Neonatal Nursing, 2007
To describe women's late pregnancy after loss experiences (from 25 weeks gestation to birth), document the timing and frequency of their common discomforts and events, and explore changes in these experiences over time.A longitudinal, qualitative study of pregnancy calendar entries and field notes.Prenatal care providers and community canvassing in ...
Denise, Côté-Arsenault, Kara L, Donato
openaire   +2 more sources

Blind Image Deblurring via Bayesian Estimation Using Expected Loss

IEEE Access
This paper introduces a new approach to single image blind deblurring via Bayesian estimation using expected loss, diverging from traditional maximum a posteriori (MAP) estimation methods that are limited by the delta kernel problem-a phenomenon where ...
Jinook Lee, Moon Gi Kang
doaj   +1 more source

Bayesian and E-Bayesian Estimation for the Generalized Rayleigh Distribution under Different Forms of Loss Functions with Real Data Application

Journal of Mathematics, 2023
This paper investigates the estimation of an unknown shape parameter of the generalized Rayleigh distribution using Bayesian and expected Bayesian estimation techniques based on type-II censoring data.
E. M. Eldemery, A. M. Abd-Elfattah, K. M. Mahfouz, Mohammed M. El Genidy   +3 more
doaj   +1 more source

Development of an Impairment Point in Time Probability of Default Model for Revolving Retail Credit Products: South African Case Study

Risks, 2021
A new methodology to derive IFRS 9 PiT PDs is proposed. The methodology first derives a PiT term structure with accompanying segmented term structures. Secondly, the calibration of credit scores using the Lorenz curve approach is used to create account ...
Douw Gerbrand Breed, Niel van Jaarsveld, Carsten Gerken, Tanja Verster, Helgard Raubenheimer   +4 more
doaj   +1 more source

Loss Modification Incentives for Insurers under Expected Utility and Loss Aversion [PDF]

SSRN Electronic Journal, 2014
We investigate whether a profit-maximizing insurer with the opportunity to modify the loss probability will engage in loss prevention or instead spend effort to increase the loss probability. First we study this question within a traditional expected utility framework; then we apply Koszegi and Rabin's (2006, 2007) loss aversion model to account for ...
Adriaan R. Soetevent, Liting Zhou
openaire   +8 more sources

Neutrosophic Vision of the Expected Opportunity Loss Criterion (NEOL) Decision Making Under Risk [PDF]

Neutrosophic Sets and Systems
One of the major challenges facing decision-makers at the present time is obtaining complete information about the issue under study, due to the unstable conditions of the work environment that are beyond the control of decision-makers, which requires ...
Maissam Jdid, Florentin Smarandache
doaj   +1 more source