stochastic models for operational risk by paul embrechts roger kaufmann and gennady samorodnitsky

Báo cáo lâm nghiệp: "Using past growth to improve individual-tree diameter growth models for uneven-aged mixtures of Pinus sylvestris L. and Pinus nigra Arn. in Catalonia, north-east Spain" doc

Báo cáo lâm nghiệp: "Using past growth to improve individual-tree diameter growth models for uneven-aged mixtures of Pinus sylvestris L. and Pinus nigra Arn. in Catalonia, north-east Spain" doc

Ngày tải lên : 08/08/2014, 01:21
... compared to the models of Trasobares et al [19] (by 39.1% for P sylvestris and by 32.2% for P nigra) This means that a considerable part of the variation in growth among stands was explained by the calculated ... being clearer for P sylvestris than for P nigra The bias for the earlier P sylvestris model was 2.1% and for the new model 1.4%; the RMSE for the earlier P sylvestris model was 65.6% and for the new ... bias for the earlier P nigra model was 1.9% and for the new model 1.4%; the RMSE for the earlier P nigra model was 58.4 and for the new model 55.9% The predicted stand basal-area growth for living...
  • 9
  • 304
  • 0
Báo cáo khoa hoc:" Alternative models for QTL detection in livestock. II. Likelihood approximations and sire marker genotype estimations" pot

Báo cáo khoa hoc:" Alternative models for QTL detection in livestock. II. Likelihood approximations and sire marker genotype estimations" pot

Ngày tải lên : 09/08/2014, 18:21
... that are heterozygous for the first marker, c those that are homozygous for the first marker and heterozygous for the second one, and c those that are heterozygous only for the last marker The ... marker information, The full maximum is obtained after a search on a continuous space i rj for the QTL location and effect, within sire mean and variance parameters and on a discrete space for the ... Results for the Gaussian likelihood in the 11 equally spaced marker maps may be explained by considering the idealized case where the QTL position is known and located on a marker and for which...
  • 13
  • 263
  • 0
Báo cáo khoa hoc:" Alternative models for QTL detection in livestock. III. Heteroskedastic model and models corresponding to several distributions of the QTL effect" pps

Báo cáo khoa hoc:" Alternative models for QTL detection in livestock. III. Heteroskedastic model and models corresponding to several distributions of the QTL effect" pps

Ngày tải lên : 09/08/2014, 18:21
... population and with an additive effect Dams are homozygous for this QTL Under this hypothesis, the within offspring residual variance is lower for sires homozygous for this QTL than for the heterozygous ... values of the a effect and for 20 sires, 50 progeny per sire and 11 markers The results were obtained with 000 simulations The power of the T and T tests are given in table III for different values ... situation, and for a given number of sires and two tests appear to be very close to each other for all cases (data not shown), which is in agreement with the asymptotic in linear models In a...
  • 10
  • 337
  • 0
Báo cáo y học: "Vertebrates used for medicinal purposes by members of the Nyishi and Galo tribes in Arunachal Pradesh (North-East India)" pdf

Báo cáo y học: "Vertebrates used for medicinal purposes by members of the Nyishi and Galo tribes in Arunachal Pradesh (North-East India)" pdf

Ngày tải lên : 10/08/2014, 09:21
... boiled and taken whenever available as a preventive measure for coughs and fevers Meat promotes strength and vitality and fat used for joint pain by Koya, Guthikoya, Lambada, Mala tribes of Andhra ... used for digestive disorders by Koya, Guthikoya, Lambada, Mala of Andhra Pradesh [59]; bile for dysentery by Ao tribe of Nagaland [49]; boiled flesh for stomachache, piles, breathing trouble by ... just for digestive disorders, but also for fighting malaria attacks [27,49] Musk deer flesh is used for enhancing body immunity and resistance to malaria by the Koya and Lambada tribes of Andhra...
  • 14
  • 559
  • 0
Tài liệu Principles for the Sound Management of Operational Risk pptx

Tài liệu Principles for the Sound Management of Operational Risk pptx

Ngày tải lên : 21/02/2014, 11:20
... supervisors and bank’s external auditors, January 2002 Sound Practices for the Management and Supervision of Operational Risk Principles for the management of operational risk 10 Operational risk is ... management action; (f) Risk and Performance Indicators: Risk and performance indicators are risk metrics and/ or statistics that provide insight into a bank’s risk exposure Risk indicators, often ... significant internal operational risk events and losses; and (c) relevant external events and any potential impact on the bank and operational risk capital 46 Data capture and risk reporting processes...
  • 27
  • 606
  • 1
SEMI-MARKOV RISK MODELS FOR FINANCE, INSURANCE AND RELIABILITY doc

SEMI-MARKOV RISK MODELS FOR FINANCE, INSURANCE AND RELIABILITY doc

Ngày tải lên : 18/03/2014, 00:20
... SEMI-MARKOV RISK MODELS FOR FINANCE, INSURANCE AND RELIABILITY SEMI-MARKOV RISK MODELS FOR FINANCE, INSURANCE AND RELIABILITY By JACQUES JANSSEN Solvay Business School, ... Diffusion Risk Model 2.2 The ALM-Like Risk Model (Janssen (1991), (1993)) 2.3 Comparison of ALM-Like and Cramer-Lundberg Risk Models 2.4 The Second ALM-Like Risk Model Semi-Markov Risk Models 246 ... completely new risk models with great expectations for future applications, particularly in ruin theory Chapter presents classical and semi-Markov models for reliability and credit risk, including...
  • 441
  • 464
  • 1
Using Credit Risk Models for Regulatory Capital: Issues and Options pot

Using Credit Risk Models for Regulatory Capital: Issues and Options pot

Ngày tải lên : 22/03/2014, 18:20
... underlying credit risk models We then describe the basic components of an IM capital framework for credit risk prudential standards, modeling standards, and validation techniques and discuss a range ... market and financial statement data, and other information In marked contrast to market risk models, banks use internal analysis and private, proprietary information on relevant borrower and counterparty ... methods for measuring, managing, and controlling their risk exposure and the implications for capital adequacy.20 A key part of any soundpractice guidance would be qualitative standards for the risk...
  • 18
  • 368
  • 0
Báo cáo toán học: " Population level risk assessment: practical considerations for evaluation of population models from a risk assessor''''s perspective" pdf

Báo cáo toán học: " Population level risk assessment: practical considerations for evaluation of population models from a risk assessor''''s perspective" pdf

Ngày tải lên : 20/06/2014, 20:20
... consider relevant and important for applying population models in pesticide risk assessment We specifically focus on the view and the needs of risk assessors Technical description of models A major ... representativeness and statistical power (for example, see the study of Wang and Riffel [34]) Also, when compiling information from the literature for a particular parameter for use in a risk assessment, ... population in Poland compared to that in Germany, [56]) a model may not be adequate for Germany or Poland For risk assessors, it might therefore be helpful to systematically describe for all major...
  • 23
  • 372
  • 0
Báo cáo toán học: " Population level risk assessment: practical considerations for evaluation of population models from a risk assessor''''s perspective" docx

Báo cáo toán học: " Population level risk assessment: practical considerations for evaluation of population models from a risk assessor''''s perspective" docx

Ngày tải lên : 20/06/2014, 20:20
... consider relevant and important for applying population models in pesticide risk assessment We specifically focus on the view and the needs of risk assessors Technical description of models A major ... representativeness and statistical power (for example, see the study of Wang and Riffel [34]) Also, when compiling information from the literature for a particular parameter for use in a risk assessment, ... population in Poland compared to that in Germany, [56]) a model may not be adequate for Germany or Poland For risk assessors, it might therefore be helpful to systematically describe for all major...
  • 23
  • 342
  • 0
báo cáo hóa học:" Population level risk assessment: practical considerations for evaluation of population models from a risk assessor''''s perspective" doc

báo cáo hóa học:" Population level risk assessment: practical considerations for evaluation of population models from a risk assessor''''s perspective" doc

Ngày tải lên : 21/06/2014, 17:20
... consider relevant and important for applying population models in pesticide risk assessment We specifically focus on the view and the needs of risk assessors Technical description of models A major ... representativeness and statistical power (for example, see the study of Wang and Riffel [34]) Also, when compiling information from the literature for a particular parameter for use in a risk assessment, ... population in Poland compared to that in Germany, [56]) a model may not be adequate for Germany or Poland For risk assessors, it might therefore be helpful to systematically describe for all major...
  • 23
  • 336
  • 0
Báo cáo y học: " Identification of arthritis-related gene clusters by microarray analysis of two independent mouse models for rheumatoid arthritis" pdf

Báo cáo y học: " Identification of arthritis-related gene clusters by microarray analysis of two independent mouse models for rheumatoid arthritis" pdf

Ngày tải lên : 09/08/2014, 08:22
... Ccr1,Ccr2, and Ccr5 are specifically expressed by immature dendritic cells (DCs) Cxcl16, a T-cell chemoattractant, is expressed by both DCs and macrophages Ccl9, Ccl6, and Cxcl13 are produced by macrophages, ... ethical guidelines for animal experimentation and the safety guidelines for gene manipulation Preparation of total RNA and poly (A)+ RNA from joints After removal of the skin and muscle, portions ... intensities for each microarray experiment, and expression values based on the perfect match/mismatch model were calculated for each GeneChip For the pairwise comparison between normal mice and arthritic...
  • 13
  • 363
  • 0
Báo cáo y học: " Formation of translational risk score based on correlation coefficients as an alternative to Cox regression models for predicting outcome in patients with NSCLC" doc

Báo cáo y học: " Formation of translational risk score based on correlation coefficients as an alternative to Cox regression models for predicting outcome in patients with NSCLC" doc

Ngày tải lên : 13/08/2014, 16:20
... antibody we used biotinylated goat anti-rabbit for Cox2 and MMP2, goat anti-mouse for CD68, and rabbit anti-goat for Notch3 and GAS (all obtained from Dako) For semi-quantitative analysis, a grading ... other) had to taken into consideration Therefore, each variable was divided by the number of their possible realizations (i.e by two for M and H, by four for the others) To emphasize the power of ... 60 t 60 Figure Relationship between ISIR and Cox The respective scatter plots for ISIR (A) and Cox (B), and survival for Cox and ISIR (C), are presented For the latter, the scatter plot illustrates...
  • 13
  • 336
  • 0

Xem thêm