Re-examining Default-to-opposite Stress

Default probabilities and default correlations under stress

We investigate default probabilities and default correlations of Merton-type credit portfolio models in stress scenarios where a common risk factor is truncated. The analysis is performed in the class of elliptical distributions, a family of light-tailed to heavy-tailed distributions encompassing many distributions commonly found in financial modelling. It turns out that the asymptotic limit of...

Adaptation to Climate Change: Re-examining climate and development risks

Examining Family Stress: Theory and Research

Re examining the MKM Value Proposition: From Math Web Search to Math Web Re Search

The interest of the field of Mathematical Knowledge Management is predicated on the assumption that by investing into markup or formalization of mathematical knowledge, we can reap benefits in managing (creating, classifying, reusing, verifying, and finding) mathematical theories, statements, and objects. This global value proposition has been used to motivate the pursuit of technologies that c...

Re-examining how complexin inhibits neurotransmitter release

Complexins play activating and inhibitory functions in neurotransmitter release. The complexin accessory helix inhibits release and was proposed to insert into SNARE complexes to prevent their full assembly. This model was supported by 'superclamp' and 'poor-clamp' mutations that enhanced or decreased the complexin-I inhibitory activity in cell-cell fusion assays, and by the crystal structure o...