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
A second-order dynamical system for solving inverse quasi-variational inequalities and its application. [PDF]
Gan T, Khan VK, Ahmad MK, Cai QB.
europepmc +1 more source
Typical properties of Lipschitz functions.
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Loewen, Philip D., Wang, Xianfu
openaire +2 more sources
A relative Poincaré–Birkhoff theorem
Abstract A. Moreno and Otto van Koert proved a generalised version of the classical Poincaré–Birkhoff theorem, for Liouville domains of any dimension. In this article, we prove a relative version for Lagrangians with Legendrian boundary. This gives interior chords of arbitrary large length, provided that the twist condition introduced by Moreno and van
Agustin Moreno, Arthur Limoge
wiley +1 more source
Stability analysis of discrete delta fractional models under summation multipoint constraints for robust engineering systems. [PDF]
Mohammed PO +4 more
europepmc +1 more source
Quantitative asymptotics for polynomial patterns in the primes
Abstract We prove quantitative estimates for averages of the von Mangoldt and Möbius functions along polynomial progressions n+P1(m),…,n+Pk(m)$n+P_1(m),\ldots, n+P_k(m)$ for a large class of polynomials Pi$P_i$. The error terms obtained save an arbitrary power of logarithm, matching the classical Siegel–Walfisz error term.
Lilian Matthiesen +2 more
wiley +1 more source
Noise-Resilient Whitened Domain Adaptation for Intelligent Mechanical Fault Diagnosis Under Non-Stationary Sensor Signals. [PDF]
Chen Q, Xie Y.
europepmc +1 more source
ABSTRACT Limit analysis and yield design provide a well‐defined mathematical framework for upscaling the strength properties of heterogeneous materials. These techniques can be incorporated into an FFT‐based computational micromechanics framework to evaluate the strength of heterogeneous materials, based on images of their microstructure.
Elodie Donval, Matti Schneider
wiley +1 more source
Evolution's hidden architecture: a non-lipschitz theory of creation and catastrophe. [PDF]
Durán-Olivencia MA.
europepmc +1 more source
On the approximation of generalized Lipschitz function by Euler means of conjugate series of Fourier series. [PDF]
Kushwaha JK.
europepmc +1 more source

