the main idea of this paper is to study the dependence between the probability of default and the recovery rate on credit portfolio and to seek empirically this relationship. we examine the dependence between pd and rr by theoretical approach. for the empirically methodology, we use the bootstrapped quantile regression and the simultaneous quantile regression. these methods allow to determinate...

This article provides a simple and general way for defining the recovery rate of clustering algorithms using a given family of old clusters for evaluating the performance of the algorithm when calculating a family of new clusters. Under the assumption of dealing with simulated data (i.e., known old clusters), the recovery rate is calculated using one proposed exact (but slow) algorithm, or one ...

In many reservoirs, after water flooding, a large volume of oil is still left behind. Hot water injection is the most basic type of thermal recovery which increase recovery by improved sweep efficiency and thermal expansion of crude.In the present work, the effects of injection rate and the temperature of the injected water were surveyed by using core flooding apparatus. Water flooding was perf...