Although epistasis is an important phenomenon in the genetics and evolution of complex traits, epistatic effects are hard to estimate. The main problem is due to the overparameterized epistatic ...
In the process of loan pricing, stress testing, capital allocation, modeling of probability of default (PD) term structure and International Financial Reporting Standard 9 expected credit loss ...
This paper compares the performance of four estimation methods, including the maximum likelihood estimation method, which can be used in fitting operational risk models to historically available loss ...