We need to do a quick lesson on possibility versus probability to tie up our worry section. Just because something is possible, does not mean that it is highly probable. Often, possibility and ...
Journal of Applied Meteorology and Climatology, Vol. 55, No. 10 (October 2016), pp. 2301-2322 (22 pages) ABSTRACT Quantitative assessment of climate change risk requires a method for constructing ...
In this paper, we propose Vasicek-type models for estimating portfolio-level probability of default (PD). With these Vasicek models, asset correlation and long-run PD (LRPD) for a risk-homogeneous ...
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