63 search results - page 7 / 13 » Calibration of the default probability model |
IOR
2008
14 years 9 months ago
2008
This paper develops rare event simulation methods for the estimation of portfolio credit risk -- the risk of losses to a portfolio resulting from defaults of assets in the portfol...
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KR
1994
Springer
15 years 1 months ago
1994
Springer
We present a logic for representing and reasoning with qualitative statements of preference and normality and describe how these may interact in decision making under uncertainty....
CONCUR
1997
Springer
15 years 1 months ago
1997
Springer
Abstract. We extend cc to allow the specification of a discrete probability distribution for random variables. We demonstrate the expressiveness of pcc by synthesizing combinators...
AMAI
2002
Springer
14 years 9 months ago
2002
Springer
Probabilistic argumentation systems are based on assumption-based reasoning for obtaining arguments supporting hypotheses and on probability theory to compute probabilities of sup...
ICGI
1994
Springer
15 years 1 months ago
1994
Springer
We describe a framework for inducing probabilistic grammars from corpora of positive samples. First, samples are incorporated by adding ad-hoc rules to a working grammar; subseque...