This is a preview. Log in through your library . Abstract By using some quasi-renewal-like equations and functional differential equations, we explicitly compute the Laplace transforms of some random ...

This is a preview. Log in through your library . Abstract In this paper we offer a mathematical definition for the probability of causation that formalizes the legal and ordinary-language meaning of ...

Although the literature about measuring probability of default (PD) in retail credit portfolios is vast, the same thing cannot be said about measuring exposure at default (EAD). This paper aims to ...