64 citations · 371 across the 37 of their papers we have counts for
Showing 2006 · physics.data-anShow all
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physics.data-an2006★ 10 cited
Infectious Default Model with Recovery and Continuous Limit
Ayaka Sakata, Masato Hisakado, Shintaro Mori
We introduce an infectious default and recovery model for N obligors. Obligors are assumed to be exchangeable and their states are described by N Bernoulli random variables S_{i} (…
physics.data-an2006★ 64 cited
Correlated Binomial Models and Correlation Structures
M. Hisakado, K. Kitsukawa, S. Mori
We discuss a general method to construct correlated binomial distributions by imposing several consistent relations on the joint probability function. We obtain self-consistency re…