The probability distribution of the number of defaults plays an important role in pricing problems of multiple-name credit derivatives. When the group size gets large, it becomes increasingly ...

The Canadian Journal of Statistics / La Revue Canadienne de Statistique, Vol. 16, No. 4 (Dec., 1988), pp. 399-409 (11 pages) Recursive estimates fn (r)(x) of the rth derivative f(r)(x)(r=0,1) of the ...

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We consider a multivariate distributional recursion of sum type, as arises in the probabilistic analysis of algorithms and random trees. We prove an upper tail bound for the solution using Chernoff's ...

Abstract: This paper presents a novel approach to binary classification using dynamic logistic ensemble models. The proposed method addresses the challenges posed by datasets containing inherent ...

Recursive CTE remove duplicated lines silently (it may be linked to a desired behaviour in other case) but for my use case it's buggy. I'm try so simulate successive binary launch with same ...

abstract: "This document describes the code solving the probabilistic models in Recursive Macroeconomics as Probability Theory." Similar to the RKC model, I now present the Julia code solving the ...