Estimates of probability of default (PD), loss given default and exposure at default for portfolio segments containing reasonably homogeneous assets are essential for prudent risk management as well ...

The problem of finding confidence intervals for the success parameter of a binomial experiment has a long history, and a myriad of procedures have been developed. Most exploit the duality between ...

This is a preview. Log in through your library . Abstract Von Mises defined a "physical" probability as a strict limit of the relative frequency of occurrence of an event in repeated trials. As a ...

Application of more rigorous engineering assessment methods, such as probability of exceedance, to in-line inspection data provides a more reliable procedure for pipeline integrity management than ...

Estimation of probability of default (PD), loss given default and exposure at default for portfolio segments containing reasonably homogeneous assets is essential for prudent risk management as well ...