The estimation problem is studied for a new two-parameter family of life length distributions which has been previously derived from a model of fatigue crack growth. Maximum likelihood estimates of ...

The probability approach to default probabilities Default estimation for low-default portfolios has attracted attention as banks contemplate the requirements of Basel II's internal ratings-based rules ...

Mohammed A AlKhars, Effect of knowledge differentiation and state space partitioning on subjective probability estimation, Science Progress (1933-), Vol. 104, No. 2 (2021), pp. 1-13 ...

Nonparametric methods provide a flexible framework for estimating the probability density function of random variables without imposing a strict parametric model. By relying directly on observed ...

The point-in-time rating transition probability, for PD term structure for IFRS9 expected credit loss estimation and CCAR stress testing, is estimated by A forward ordinal probability model structured ...

According to a group of mathematics researchers, the probability in the following decade of the sun causing a storm strong enough to affect electrical and communication infrastructures around the ...