Based on simulations of implied values for credit worthiness over a period of 5 years for 1000 consumers, we establish a case for the semi-markov models as a proxy for internal credit risk models for a portfolio of consumer ...

This paper is concerned with the connections between the orthogonal polynomials and the differential operators generated by the Laguerre differential equation of Ten in the space L' (0, w ). However, for the left definite ...

Microarrays are miniaturised biological devices consisting of molecules (e.g. DNA or protein), called \probes", that are orderly arranged at a microscopic scale onto a solid support such as a nylon membrane or a glass ...

The study aims to provide a comprehensive description of dependence pattern of a stock by studying a range of betas derived as quantiles of conditional return distribution using quantile regression based on moving window ...