The ‘highly skewed’ and ‘highly irregular’ loss data from the insurance and banking world is routinely fitted by a simple beta/ lognormal/gamma/Pareto distribution. While looking at the distribution plot, I bet that many people don’t want to buy this…
Modeling loss given default (LGD) by finite mixture model
The ‘highly skewed’ and ‘highly irregular’ loss data from the insurance and banking world is routinely fitted by a simple beta/ lognormal/gamma/Pareto distribution. While looking at the distribution plot, I bet that many people don’t want to buy this…
Modeling loss given default (LGD) by finite mixture model
The ‘highly skewed’ and ‘highly irregular’ loss data from the insurance and banking world is routinely fitted by a simple beta/ lognormal/gamma/Pareto distribution. While looking at the distribution plot, I bet that many people don’t want to buy this…
NOTE: Base SAS Tip Sheets
I think I may have mentioned these in passing before, but they’re certainly worth a repeat reference. The right-hand margin of the Base SAS Focus Area on the SAS Support web site offers a number of free tip sheets for download. I’ve been using the…
NOTE: Base SAS Tip Sheets
I think I may have mentioned these in passing before, but they’re certainly worth a repeat reference. The right-hand margin of the Base SAS Focus Area on the SAS Support web site offers a number of free tip sheets for download. I’ve been using the…
Updating your global style
Every six months or so I try to find a recent picture that captures who I am and what I am feeling. Loading this into my various social/online profiles in Twitter, SAS Community, Forums, LinkedIn, corporate internal, Facebook etc then take me a bit of …