The first passage time of degradation processes
C Qin - 2017 - macsphere.mcmaster.ca
The thesis gives perspectives for the first passage time (FPT) of degradation processes from
both the parametric and nonparametric aspects. As an important reliability index of the …
both the parametric and nonparametric aspects. As an important reliability index of the …
[PDF][PDF] Two-boundary first exit time of Gauss-Markov processes: a biological model and asymptotics
G D'Onofrio, E Pirozzi - Book of abstracts, 2017 - juser.fz-juelich.de
The first exit time (FET) problem for Gauss-Markov (GM) processes ([3]) plays a key role in
the construction and development of models in a wide variety of fields, such as mathematical …
the construction and development of models in a wide variety of fields, such as mathematical …
Counterparty risk modelling of fixed income derivatives
S Wang - 2017 - centaur.reading.ac.uk
The interdependency between the evolution of counterparty credit quality and the underlying
risk factor (s) driving the value of a derivative contract has led to wrong way/right way risk …
risk factor (s) driving the value of a derivative contract has led to wrong way/right way risk …