63 search results - page 7 / 13 » Calibration of the default probability model |
IOR
2008
13 years 7 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...
KR
1994
Springer
13 years 11 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
13 years 11 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
13 years 7 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
13 years 11 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...