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pro vyhledávání: '"Tan Ken"'
In this paper, we study large losses arising from defaults of a credit portfolio. We assume that the portfolio dependence structure is modelled by the Archimedean copula family as opposed to the widely used Gaussian copula. The resulting model is new
Externí odkaz:
http://arxiv.org/abs/2411.06640
This paper extends the application of ESG score assessment methodologies from large corporations to individual farmers' production, within the context of climate change. Our proposal involves the integration of crucial agricultural sustainability var
Externí odkaz:
http://arxiv.org/abs/2404.13818
The widespread confusion among investors regarding Environmental, Social, and Governance (ESG) rankings assigned by rating agencies has underscored a critical issue in sustainable investing. To address this uncertainty, our research has devised metho
Externí odkaz:
http://arxiv.org/abs/2310.02163
The replacement closeout convention has drawn more and more attention since the 2008 financial crisis. Compared with the conventional risk-free closeout, the replacement closeout convention incorporates the creditworthiness of the counterparty and th
Externí odkaz:
http://arxiv.org/abs/2201.09105
Publikováno v:
Journal of Islamic Accounting and Business Research, 2023, Vol. 14, Issue 8, pp. 1300-1323.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/JIABR-08-2021-0230
Publikováno v:
In Energy Economics March 2024 131
Publikováno v:
In Journal of Clinical Orthopaedics and Trauma January 2024 48
Various methods of combining individual p-values into one p-value are widely used in many areas of statistical applications. We say that a combining method is valid for arbitrary dependence (VAD) if it does not require any assumption on the dependenc
Externí odkaz:
http://arxiv.org/abs/2007.12366
Akademický článek
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Autor:
Mudge David W, Tan Ken-Soon, Miles Rhianna, Johnson David W, Campbell Scott B, Hawley Carmel M, Isbel Nicole M, Van Eps Carolyn L, Nicol David L
Publikováno v:
BMC Nephrology, Vol 10, Iss 1, p 14 (2009)
Abstract Background Post-transplant anaemia remains a common problem after kidney transplantation, with an incidence ranging from nearly 80% at day 0 to about 25% at 1 year. It has been associated with poor graft outcome, and recently has also been s
Externí odkaz:
https://doaj.org/article/68ed6b9494444b618f1e1561fc09a227