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20042021
most citedThe synthesis of data from instrumented structures and physics-based models via Gaussian processes

17 citations

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cond-mat.other2004

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…