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The Monte Carlo simulation estimates the probability of different outcomes in a process that cannot easily be predicted because of the potential for random variables.

Discover why options market data suggests a lower crash risk for U.S. stocks than pundit surveys, and how to optimize asset ...

Robbins (1968) considered the problem of estimating the total probability of the unobserved outcomes of an experiment. In this paper we suggest an estimator, based on n trials, and show that under ...

The problem of estimating the variance of the ratio estimator in sampling with probability proportional to aggregate size is investigated. The form of nonnegative unbiased variance estimators is found ...

Pramote Cholayudth, [email protected], is the founder and manager of PM Consult. He is an industrial pharmacist with more than 40 years of experience. He is a guest speaker on process validation ...

In this paper, we propose Vasicek-type models for estimating portfolio-level probability of default (PD). With these Vasicek models, asset correlation and long-run PD (LRPD) for a risk-homogeneous ...

Basel II adopting banks estimate and validate long-run probability of default (LRPD) for each of their internal risk ratings. In this study, we examine alternative methodologies in estimating and ...

Pramote Cholayudth is an industrial pharmacist with more than 40 years of experiences. He is a guest speaker on Process Validation to industrial pharmaceutical scientists organized by Thailand’s FDA.