17 citations
- The Alan Turing InstituteGB2 papers
- University of CambridgeGB2 papers
- Électricité de France (France)FR1 paper
- HSBC HoldingsGB1 paper
- Imperial College LondonGB1 paper
- Lloyds Banking Group (United Kingdom)GB1 paper
- Nuffield FoundationGB1 paper
- Nuffield Orthopaedic CentreGB1 paper
- Qatar UniversityQA1 paper
- RWTH Aachen UniversityDE1 paper
- The University of Western AustraliaAU1 paper
- Turing InstituteGB1 paper
5 papers
Low-rank statistical finite elements for scalable model-data synthesis
Connor Duffin, Edward Cripps, Thomas Stemler +1
Statistical learning additions to physically derived mathematical models are gaining traction in the literature. A recent approach has been to augment the underlying physics of the…
Various Ways to Quantify BDMPs
Marc Bouissou, Shahid Khan, Joost-Pieter Katoen +1
A Boolean logic driven Markov process (BDMP) is a dependability analysis model that defines a continuous-time Markov chain (CTMC). This formalism has high expressive power, yet it…
The synthesis of data from instrumented structures and physics-based models via Gaussian processes
Alastair Gregory, Din-Houn Lau, Mark Girolami +2
A recent development which is poised to disrupt current structural engineering practice is the use of data obtained from physical structures such as bridges, viaducts and buildings…
Generalized Log-Normal Chain-Ladder
D. Kuang, B. Nielsen
We propose an asymptotic theory for distribution forecasting from the log normal chain-ladder model. The theory overcomes the difficulty of convoluting log normal variables and tak…
Estimating Probabilities of Default for Low Default Portfolios
Katja Pluto, Dirk Tasche
For credit risk management purposes in general, and for allocation of regulatory capital by banks in particular (Basel II), numerical assessments of the credit-worthiness of borrow…