نتایج جستجو برای: default barrier
تعداد نتایج: 110878 فیلتر نتایج به سال:
We address the problem of introducing preferences into default logic. Two approaches are given, one a generalisation of the other. In the first approach, an ordered default theory consists of a set of default rules, a set of world knowledge, and a set of fixed preferences on the default rules. This theory is transformed into a second, standard default theory, where, via the naming of defaults, ...
This paper generalizes Moody's correlated binomial default distribution for homogeneous (exchangeable) credit portfolio, which is introduced by Witt, to the case of inhomogeneous portfolios. As inhomogeneous portfolios, we consider two cases. In the first case, we treat a portfolio whose assets have uniform default correlation and non-uniform default probabilities. We obtain the default probabi...
One of the main problems in credit risk management is the correlated default. In large portfolios, computing the default dependencies among issuers is an essential part in quantifying the portfolio's credit. The most important problems related to credit risk management are understanding the complex dependence structure of the associated variables and lacking the data. This paper aims at introdu...
The “first passage-time” problem is an important problem with a wide range of applications in mathematics, physics, biology and finance. Mathematically, such a problem can be reduced to estimating the probability of a (stochastic) process first to reach a critical level or threshold. While in other areas of applications the FPT problem can often be solved analytically, in finance we usually hav...
Directed reprogramming of human fibroblasts into fully differentiated neurons requires massive changes in epigenetic and transcriptional states. Induction of a chromatin environment permissive for acquiring neuronal subtype identity is therefore a major barrier to fate conversion. Here we show that the brain-enriched miRNAs miR-9/9∗ and miR-124 (miR-9/9∗-124) trigger reconfiguration of chromati...
objective: in this article, a numerical study is conducted on mixing of two fluids in the liquid phase with two different concentrations of a chemical species in the electro-osmotic flow. methods: the base liquid is an electrolyte which flows in a two-dimensional micro-channel having electrically charged walls. lorentz electric force, which is used as stimulating flow factor, is created by appl...
background: hyperthyroidism as a risk factor for stroke is not conclusive. there are no definite data on the relationship between ischemic cerebrovascular injury and hyperthyroidism. this study was designed to define whether the outcomes of post-ischemic stroke injury are influenced by chronic hyperthyroidism. methods: two groups of hyperthyroid (ht) and control euthyroid rats of equal numbers ...
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