8 citations · 33 across the 17 of their papers we have counts for
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What Quantitative Risk Modellers Can Learn from Durkheim's Study of Suicide
Mahmood Alaghmandan
Emile Durkheim's Suicide: A Study in Sociology (1897) predates much of the statistical machinery that quantitative modellers now take for granted. Yet, working with sparse and impe…
Multipliers of Beurling-Fourier algebras
Mahmood Alaghmandan, Olof Giselsson, Ebrahim Samei +1
For a locally compact group G we introduce and study the reduced Beurling-Fourier-Stieltjes algebra, a weighted analogue of the reduced Fourier-Stieltjes algebra, together with the…
A Methodology to Measure Impacts of Scenarios Through Expected Credit Losses
Mahmood Alaghmandan, Meghal Arora, Olga Streltchenko
In this paper, we present a methodology for measuring the impact of scenarios on the expected losses of exposures by leveraging the existing provisioning infrastructure within fina…