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CreditRisk Model with Dependent Risk Factors
CreditRisk + model conditional independence dependent risk factors Panjer’s recursion multivariate copulas
2016/1/26
The CreditRisk + model is widely used in industry for computing the loss of a credit port-folio. The standard CreditRisk + model assumes independence among a set of common risk factors, a simplified a...
An allosteric model of the inositol trisphosphate receptor with nonequilibrium binding
inositol trisphosphatereceptor adaptation overshoot nonequilibrium Monod- Wyman-Changeux model
2016/1/26
Theinositoltrisphosphatereceptor(IPR) is acrucialionchannelthat regulatestheCa 2+influx from the endoplasmic reticulum (ER) to the cytoplasm. A thorough study of the IPR channel contributes to a bette...
A new model emerges for monsoons in a changing global climate
monsoons changing global climate
2016/2/22
A Yale University study suggests that continent-scale monsoons will adapt to climate change gradually, without suddenly losing their watery oomph.Writing in the journal Proceedings of the National Aca...
Coenzyme Q10 prevents hepatic fibrosis, inflammation, and oxidative stress in a male rat model of poor maternal nutrition and accelerated postnatal growth
developmental programming liver disease coenzyme Q low birth weight accelerated postnatal growth
2018/11/28
Background: It is well established that low birth weight and accelerated postnatal growth increase the risk of liver dysfunction in later life. However, molecular mechanisms underlying such developmen...
A numerical model of cohesion in planetary rings
Planetary rings Saturn, Rings Rotational dynamics Tides, Solid body Ices, Mechanical properties Collisional physics
2015/12/25
We present a numerical method that incorporates particle sticking in simulations using the N-body code pkdgrav to study motions in a local rotating frame, such as a patch of a planetary ring. Particle...
A steady-state model of NEA binaries formed by tidal disruption of gravitational aggregates
Asteroids dynamics Satellites of asteroids
2015/12/25
We present results of a simulation of a steady-state binary near-Earth asteroid (NEA) population. This study combines previous work on tidal disruption of gravitational aggregates [Walsh, K.J., Richar...
Binary near-Earth asteroid formation:Rubble pile model of tidal disruptions
Asteroids Dynamics Rotational dynamics Tides solid body
2015/12/25
We present numerical simulations of near-Earth asteroid (NEA) tidal disruption resulting in bound, mutually orbiting systems. Using a rubble pile model we have constrained the relative likelihoods for...
Full likelihood inferences in the Cox model:an empirical likelihood approach
Right censored data Empirical likelihood Maximum likelihood estimator Partial likelihood Profile likelihood
2015/12/11
For the regression parameter β0 in the Cox model, there have been several estimators constructed based on various types of approximated likelihood, but none of them has demonstrated small-sample advan...
Estimation and goodness-of-fit for the Cox model with various types of censored data
Bivariate right censored data Bivariate data under univariate right censoring Bootstrap Doubly censored data Empirical likelihood Goodness-of-fit Partly interval-censored data
2015/12/11
The currently existing estimation methods and goodness-of-fit tests for the Cox model mainly deal with right censored data, but they do not have direct extension to other complicated types of censored...
Spatial autoregression model:strong consistency
Spatial autoregression Unit roots Two-parameter martingale
2015/12/11
Let ( ˆ n; ˆn) denote the Gauss–Newton estimator of the parameter (; ) in the autoregression model Zij = Zi−1; j + Zi; j−1 − Zi−1; j−1 + ij. It is sho...
Application of Model-based Geostatistics for Natural Hazards Identification
Model-based geostatistics Ordinary kriging Kriging with external drift Natural hazard
2015/12/1
Annually much agricultural productions are lost by natural hazards such as flooding, extreme temperature, and drought. In this research we present a procedure to identify such hazards for rice croppin...
ANISOTROPIC STEP STIFFNESS FROM A KINETIC MODEL OF EPITAXIAL GROWTH
epitaxial growth island dynamics step edge adatoms edge-atoms surface diffusion step stiffness line tension step edge kinetics kinetic steady state Gibbs–Thomson formula Ehrlich–Schwoebel barrier step permeability
2015/10/16
Starting from a detailed model for the kinetics of a step edge or island boundary, we derive a Gibbs–Thomson-type formula and the associated step stiffness as a function of the step edge orientation a...
Solvable model for pair excitation in trapped Boson gas at zero temperature
Solvable model pair excitation trapped Boson gas zero temperature
2015/10/16
In Bose–Einstein condensation (BEC), particles occupy a single-particle quantum state, , macroscopically. At zero temperature, the wavefunction for is usually described via a nonlinear Schrodinger ...
One-dimensional model of interacting-step fluctuations on vicinal surfaces:Analytical formulas and kinetic Monte Carlo simulations
One-dimensional model interacting-step fluctuations vicinal surfaces Analytical formulas kinetic Monte Carlo simulations
2015/10/16
We study analytically and numerically a one-dimensional model of interacting line defects steps fluctuating on a vicinal crystal. Our goal is to formulate and validate analytical techniques for appr...
A stochastic step flow model with growth in 1+1 dimensions
stochastic step flow model growth 1+1 dimensions
2015/10/16
Mathematical implications of adding Gaussian white noise to the Burton– Cabrera–Frank model for N terraces (‘gaps’) on a crystal surface are studied under external material deposition for large N. The...