Biometrics is a scientific journal emphasizing the role of statistics and mathematics in the biological sciences. Its object is to promote and extend the use of mathematical and statistical methods in ...

Frank B¼chner of Hitex Development Tools describes how the classifications tree method can be used to transform a problem specification to a set of test case specifications. Testing is a compulsory ...

This is a preview. Log in through your library . The Annals of Applied Probability publishes research papers of the highest quality reflecting the many facets of contemporary applied probability.

Using a Merton model framework (consistent with Basel II formulas), we develop a methodology for point-in-time (PIT) and through-the-cycle (TTC) probability of default (PD) decomposition in credit ...