Robust Bernoulli Mixture Models for Credit Portfolio Risk
Mathematical Finance, EarlyView.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
Вестник анестезиологии и реаниматологииThe objective was to evaluate the impact of patient’s nutritional status on the development of postoperative complications in laparoscopic gastric resection. Materials and methods. We conducted a retrospective study of patients who underwent laparoscopic
D. V. Rubanova +3 more
doaj +1 more source
Parallelized Kendall's Tau Coefficient Computation via SIMD Vectorized Sorting On Many-Integrated-Core Processors [PDF]
, 2017 Yongchao Liu +3 more
openalex +1 more source
Oral Tongue Squamous Cell Carcinoma in Young Adults in Brazil: Temporal Trends From 2013 to 2023
Oral Diseases, EarlyView.ABSTRACT Background This study aimed to analyze the temporal trends of oral tongue squamous cell carcinoma (OTSCC) in Brazil from 2013 to 2023, comparing young adults (20 to 44 years) to older adults (≥ 45 years). Methods Sex, age, staging, year, and Federative Unit of diagnosis were evaluated for all cases registered under the ICD‐C02 code in a public
Natália Santos Barcelos +6 more
wiley +1 more source
Agreement Between the Harmonized and the Self-Explanatory Versions of the Revised ALS Functional Rating Scale in a Clinical Setting. [PDF]
Muscle NerveABSTRACT Introduction/Aims The harmonized version of the ALS Functional Rating Scale ‐ Revised (ALSFRS‐R) is typically administered according to standard operating procedures (SOPs) to ensure procedural consistency. In contrast, obtaining the self‐explanatory (SE) version of the ALSFRS‐R does not include the use of SOPs.
Maier A +11 more
europepmc +2 more sources
A sharp inequality for Kendall's $\tau$ and Spearman's $\rho$ of Extreme-Value Copulas. [PDF]
, 2018 Thomas A. Mroz, Wolfgang Trutschnig
openalex
Nonparametric Covariate-Adjusted Association Tests Based on the Generalized Kendall's Tau
, 2012 W. J. Zhu, Yuan Jiang, Heping Zhang
openalex +2 more sources
On attainability of Kendall's tau matrices and concordance signatures [PDF]
, 2020 Alexander J. McNeil +2 more
openalex +1 more source
Simultaneous computation of Kendall's tau and its jackknife variance [PDF]
, 2022 Samuel Perreault
openalex +1 more source
Systemic risk in the insurance sector: A semi‐parametric approach based on Spearman's rho
Risk Management and Insurance Review, EarlyView.Abstract We propose a new method to measure systemic risk in the global insurance sector by analyzing interconnectedness among firms under different market conditions. Using a semi‐parametric approach that relies on the Spearman correlation and copula‐based partial dependence, we assess relationships in relatively stable, extremely bullish, and ...
Leonardo Iania +2 more
wiley +1 more source