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Consistent assumptions for modeling credit loss correlations
 Journal of Actuarial Practice
, 2006
"... Abstract ∗∗ We consider a single period portfolio ofndependent credit risks that are subject to default during the period. We show that using stochastic loss given default random variables in conjunction with default correlations can give rise to an inconsistent set of assumptions for estimating the ..."
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Cited by 1 (0 self)
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the variance of the portfolio loss. Two sets of consistent assumptions are provided, which it turns out, also provide bounds on the variance of the portfolio’s loss. An example of an inconsistent set of assumptions is given. Key words and phrases: default correlation, loss correlation, comonotonicity, economic
2012: Stochastic uncertainty models for the luminance consistency assumption
 IEEE Trans. Image Processing
"... In this paper, a stochastic formulation of the brightness consistency used in many computer vision problems involving dynamic scenes (motion estimation or point tracking for instance) is proposed. Usually, this model which assumes that the luminance of a point is constant along its trajectory is exp ..."
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Cited by 2 (1 self)
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stochastic formulation of the brightness consistency assumption, we have considered a local least squares motion estimator relying on this new constraint. This new motion estimator improves significantly the quality of the results. I.
Consistency of spectral clustering
, 2004
"... Consistency is a key property of statistical algorithms, when the data is drawn from some underlying probability distribution. Surprisingly, despite decades of work, little is known about consistency of most clustering algorithms. In this paper we investigate consistency of a popular family of spe ..."
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Cited by 572 (15 self)
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Consistency is a key property of statistical algorithms, when the data is drawn from some underlying probability distribution. Surprisingly, despite decades of work, little is known about consistency of most clustering algorithms. In this paper we investigate consistency of a popular family
Games with Incomplete Information Played by 'Bayesian' Players, IIII
 MANAGEMENT SCIENCE
, 1967
"... The paper develops a new theory for the analysis of games with incomplete information where the players are uncertain about some important parameters of the game situation, such as the payoff functions, the strategies available to various players, the information other players have about the game, e ..."
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Cited by 787 (2 self)
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probability distributions derived from a certain "basic probability distribution " over the parameters unknown to the various players But later the theory is extended also to cases where the different players' subjective probability distributions fail to satisfy this consistency assumption
Longitudinal data analysis using generalized linear models”.
 Biometrika,
, 1986
"... SUMMARY This paper proposes an extension of generalized linear models to the analysis of longitudinal data. We introduce a class of estimating equations that give consistent estimates of the regression parameters and of their variance under mild assumptions about the time dependence. The estimating ..."
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Cited by 1526 (8 self)
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SUMMARY This paper proposes an extension of generalized linear models to the analysis of longitudinal data. We introduce a class of estimating equations that give consistent estimates of the regression parameters and of their variance under mild assumptions about the time dependence
On the Criteria To Be Used in Decomposing Systems into Modules
 Communications of the ACM
, 1972
"... This paper discusses modularization as a mechanism for improving the flexibility and comprehensibility of a system while allowing the shortening of its development time. The effectiveness of a “modularization ” is dependent upon the criteria used in dividing the system into modules. A system design ..."
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Cited by 1585 (16 self)
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, if implemented with the conventional assumption that a module consists of one or more subroutines, will be less efficient in most cases. An alternative approach to implementation which does not have this effect is sketched.
A Survey of Program Slicing Techniques
 JOURNAL OF PROGRAMMING LANGUAGES
, 1995
"... A program slice consists of the parts of a program that (potentially) affect the values computed at some point of interest, referred to as a slicing criterion. The task of computing program slices is called program slicing. The original definition of a program slice was presented by Weiser in 197 ..."
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Cited by 790 (10 self)
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A program slice consists of the parts of a program that (potentially) affect the values computed at some point of interest, referred to as a slicing criterion. The task of computing program slices is called program slicing. The original definition of a program slice was presented by Weiser
Reaching Agreement in the Presence of Faults
 JOURNAL OF THE ACM
, 1980
"... The problem addressed here concerns a set of isolated processors, some unknown subset of which may be faulty, that communicate only by means of twoparty messages. Each nonfaulty processor has a private value of reformation that must be communicated to each other nonfanlty processor. Nonfaulty proc ..."
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Cited by 653 (8 self)
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nonfanlty processor must be that processor's private value, and the value inferred for a faulty one must be consistent wRh the corresponding value inferred by each other nonfanlty processor It is shown that the problem is solvable for, and only for, n> _ 3m + 1, where m IS the number of faulty
A volumetric method for building complex models from range images,”
 in Proceedings of the 23rd annual conference on Computer graphics and interactive techniques. ACM,
, 1996
"... Abstract A number of techniques have been developed for reconstructing surfaces by integrating groups of aligned range images. A desirable set of properties for such algorithms includes: incremental updating, representation of directional uncertainty, the ability to fill gaps in the reconstruction, ..."
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Cited by 1020 (17 self)
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, and robustness in the presence of outliers. Prior algorithms possess subsets of these properties. In this paper, we present a volumetric method for integrating range images that possesses all of these properties. Our volumetric representation consists of a cumulative weighted signed distance function. Working
Sticky Information versus Sticky Prices: a Proposal to Replace the New Keynesian Phillips Curve
, 2002
"... This paper examines a model of dynamic price adjustment based on the assumption that information disseminates slowly throughout the population. Compared with the commonly used stickyprice model, this stickyinformation model displays three related properties that are more consistent with accepted v ..."
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Cited by 489 (25 self)
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This paper examines a model of dynamic price adjustment based on the assumption that information disseminates slowly throughout the population. Compared with the commonly used stickyprice model, this stickyinformation model displays three related properties that are more consistent with accepted
Results 1  10
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