On computing the distribution function for the Poisson binomial distribution
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- Duffie, Darrell & Saita, Leandro & Wang, Ke, 2007.
"Multi-period corporate default prediction with stochastic covariates,"
Journal of Financial Economics,
Elsevier, vol. 83(3), pages 635-665, March.
- Darrel Duffie & Leandro Saita & Ke Wang, 2005. "Multi-Period Corporate Default Prediction With Stochastic Covariates," CIRJE F-Series CIRJE-F-373, CIRJE, Faculty of Economics, University of Tokyo.
- Darrel Duffie & Leandro Saita & Ke Wang, 2005. "Multi-Period Corporate Default Prediction With Stochastic Covariates," CARF F-Series CARF-F-047, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Darrell Duffie & Leandro Siata & Ke Wang, 2006. "Multi-Period Corporate Default Prediction With Stochastic Covariates," NBER Working Papers 11962, National Bureau of Economic Research, Inc.
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- Peizhou Liao & Hao Wu & Tianwei Yu, 0. "ROC Curve Analysis in the Presence of Imperfect Reference Standards," Statistics in Biosciences, Springer;International Chinese Statistical Association, vol. 0, pages 1-14.
- repec:spr:stabio:v:9:y:2017:i:1:d:10.1007_s12561-016-9159-7 is not listed on IDEAS
- Jeff Alstott & Giorgio Triulzi & Bowen Yan & Jianxi Luo, 2017. "Mapping technology space by normalizing patent networks," Scientometrics, Springer;Akadémiai Kiadó, vol. 110(1), pages 443-479, January.
- Musa Çağlar & Sinan Gürel, 0. "Public R&D project portfolio selection problem with cancellations," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., vol. 0, pages 1-29.
- Binchao Chen & Timothy Matis & James Benneyan, 2016. "Computing exact bundle compliance control charts via probability generating functions," Health Care Management Science, Springer, vol. 19(2), pages 103-110, June.
- repec:spr:orspec:v:39:y:2017:i:3:d:10.1007_s00291-016-0468-5 is not listed on IDEAS
More about this item
KeywordsCharacteristic function; k-out-of-n system; Longevity risk; Normal approximation; Sum of independent random indicators; Warranty returns;
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