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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

Beyond Euclid: an illustrated guide to modern machine learning with geometric, topological, and algebraic structures. [PDF]

open access: yesMach Learn Sci Technol
Papillon M   +10 more
europepmc   +1 more source

Non-negative matrix factorization and deconvolution as a dual simplex problem. [PDF]

open access: yesGenome Biol
Kleverov D   +3 more
europepmc   +1 more source
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Inverse modelling problems in linear algebra undergraduate courses

International Journal of Mathematical Education in Science and Technology, 2013
This paper will offer an analysis from a theoretical point of view of mathematical modelling, applications and inverse problems of both causation and specification types. Inverse modelling problems give the opportunity to establish connections between theory and practice and to show this fact, a simple linear algebra example in two different ...
VÍCTOR Martinez-Luaces
openaire   +3 more sources

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