Robust Bernoulli Mixture Models for Credit Portfolio Risk
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
Asymptotic Almost Periodic Functions with Range in a Topological Vector Space
The notion of asymptotic almost periodicity was first introduced by Fréchet in 1941 in the case of finite dimensional range spaces. Later, its extension to the case of Banach range spaces and locally convex range spaces has been considered by several ...
Liaqat Ali Khan, Saud M. Alsulami
doaj +1 more source
Substantial Diel Changes of Cloud Adjustments to Aerosols in Ship‐Tracks
Abstract Clouds adjust their albedo, amount and liquid water path to anthropogenic aerosols, and produce a climate forcing. Such cloud adjustments are complex functions of both environmental conditions and interaction time. However, direct observations of temporal changes in cloud adjustments are limited. Here, we develop a method to show observational
Tianle Yuan +6 more
wiley +1 more source
Seismic Evidence for Slab Tearing Beneath the Indo‐Myanmar Subduction Zone
Abstract Slab tearing has been increasingly recognized as a key geodynamic process influencing the evolution of the eastern Himalayan syntaxis. However, whether, where and how the subducted Indian slab beneath the Indo‐Myanmar subduction zone has been torn remains poorly constrained.
Shun Yang +9 more
wiley +1 more source
On the Temporal Variability of Precipitation in Iraq: Arid‐Wet Years and Extreme Events
Daily and monthly precipitation data in Iraq display high seasonal to interdecadal variability, with arid and wet years that have very distinct seasonal cycles. Monthly rainfall is significantly correlated with the Indian Ocean Dipole. Extreme events are identified and classified as belonging to four different weather patterns, allowing to obtain daily
Ali Raheem Al‐Nassar +2 more
wiley +1 more source
I-Fréchet-Urysohn property in Cα(X)
In this paper, we introduce I-Fr´echet-Urysohn, strongly I-Fr´echet-Urysohn and strictly I-Fr´echet-Urysohn spaces, discuses their properties of countable tightness and mappings that preserve these spaces.
Xiangeng Zhou
doaj +1 more source
A decomposition theorem for σ-P-directionally porous sets in Fréchet spaces
In this paper we study suitable notions of porosity and directional porosity in Fréchet spaces. Moreover we give a decomposition theorem for σ-P-directionally porous sets.
Caterina La Russa
doaj
Remarks on the Generation of Semigroups of Nonlinear Operators on p-Fréchet Spaces, 0 < p < 1
In this paper we study the convergence properties of the Crandall-Liggett sequence , for A a nonlinear operator on some important non-locally convex F-spaces (called p-Fréchet spaces with 0 < p < 1) and the generation of the corresponding strongly ...
Sorin G Gal
doaj
Exploring novel semi-inner product reproducing Kernels in Banach space for robust Kernel methods. [PDF]
Ding Y, Zhao Y, Pei Y.
europepmc +1 more source
RiTex: Harmonization of Radiomic Features Based on Riemannian Geometry. [PDF]
Voitenko DA +5 more
europepmc +1 more source

