Browse Journals

[1] F. Allella, E. Chiodo, D. Lauria and M. Pagano, Negative Log-Gamma distribution for data uncertainty modelling in reliability analysis of complex systems – Methodology and robustness, International Journal of Quality & Reliability Management 18(3) (2001), 307-323.

[2] D. G. Champernowne, The graduation of income distributions, Econometrica 20 (1952), 591-615.

[3] M. Evans, N. Hastings and B. Peacock, Statistical distributions, Wiley series in probability and statistics, John Wiley & Sons Inc., New York, 3^rd Edition, 2000.

[4] J. Frye, Loss given default as a function of the default rate, Working Paper Federal Reserve Bank of Chicago, 2013.

[5] C. B. García, J. García and S. Cruz, The generalized Biparabolic distribution, International Journal of Uncertainty Fuzziness and Knowledge-Based Systems 17(3) (2009), 377-396.

[6] A. L. Gibbs and F. E. Su, On chossing and bounding probability metrics, International Statistical Review 70(3) (2002), 419-435. 

[7] E. Gómez-Déniz, M. A. Sordo and E. Calderín-Ojeda, The Log-Lindley distribution as an alternative to the beta regression model with applications in insurance, Insurance: Mathematics and Economics 54 (2014), 49-57.

[8] R. Gupta and D. Kundu, Generalized exponential distribution, Journal of Australian & New Zealand Journal of Statistics 41(2) (1999), 173-188.

[9] G. M. Gupton and R. M. Stein, Losscalc^TM: Model for predicting loss given default (LGD), Technical Report Moody’s KMV Company, February 2002.

[10] S. Hlawatsch and S. Ostrowski, Simulation and estimation of loss given default, The Journal of Credit Risk 7(3) (2011), 39-73.

[11] S. Höcht, Determination and valuation of recovery risk in Credit-Risk Models, Dissertation, Technische Universität München, 2009.

[12] N. L. Johnson, Systems of frequency curves generated by methods of translation, Biometrika 36(1/2) (1949), 149-176.

[13] N. L. Johnson, S. Kotz and N. Balakrishnan, Continuous univariate distributions volume 1 of Wiley Series in Probability and Mathematical Statistics, John Wiley & Sons, Inc., New York, 2^nd Edition, 1994.

[14] N. L. Johnson, S. Kotz and N. Balakrishnan, Continuous univariate distributions, volume 2 of Wiley Series in Probability and Mathematical Statistics, John Wiley & Sons Inc., New York, 2^nd Edition, 1995.

[15] M. C. Jones, Families of distributions arising from distributions of order statistics, Test 13(1) (2004), 1-43.

[16] M. C. Jones, On families of distributions with shape parameters, International Statistical Review 83(2) (2015), 175-192.

[17] M. R. Kazemi, H. Haghbin and J. Behboodian, Another generalization of the skew normal distribution, World Applied Sciences Journal 12(7) (2011), 1034-1039.

[18] S. Kotz and J. R. van Dorp, Beyond beta: Other continuous families of distributions with bounded support and applications, World Scientific Publishing Co. Pte. Ltd., Singapur, 2004.

[19] P. Kumaraswamy, A generalized probability density function for double-bounded random processes, Journal of Hydrology 46 (1980), 79-88.

[20] M. L. Lawrence and J. T. McQueston, Univariate distribution relationships, The American Statistician 62(1) (2008), 45-53. 

[21] H. F. Martz and R. A. Waller, Bayesian Reliability Analysis, Wiley Series in Probability and Mathematical Statistics, John Wiley & Sons Inc., New York, 1982.

[22] S. Nadarajah and S. Kotz, Moments of some J-shaped distributions, Journal of Applied Statistics 30(3) (2003), 311-317.

[23] A. Stuart and J. K. Ord, Distribution Theory, Volume 1 of Kendall’s Advanced Theory of Statistics, Edward Arnold, London, 6^thEdition, 1994.

[24] T. Tasche, The Vasicek distribution, Technical report, Lloyds TSB Bank Corporate Markets Rating Systems, August 2008.

[25] C. W. Topp and F. C. Leone, A family of J-shaped frequency functions, Journal of the American Statistical Association 50(269) (1955), 209-219.

[26] H. Torabi and N. H. Montazeri, The logistic-uniform distribution and its applications, Communication in Statistics - Simulation and Computation 43 (2014), 2551-2569.

[27] R. van Dorp and S. Kotz, The standard two-sided power distribution and its properties: With applications in financial engineering, American Statistican 56(2) (2002), 90-99.

[28] R. van Dorp and S. Kotz, Generalizations of two-sided power distributions and their convolution, Communications in Statistics: Theory and Methods 32(9) (2003), 1703-1723.

[29] O. A. Vasicek, Probability of Loss on Loan Portfolio, Technical Report, KMV Corporation, February 1987. 

[30] O. A. Vasicek, Limiting Loan Loss Probability Distribution, Technical Report, KMV Corporation, August 1991. 

[31] O. A. Vasicek, Loan Portfolio Value, December 2002.

[32] D. Vicari, R. van Dorp and S. Kotz, Two-sided generalized Topp and Leone (TSGTL) distributions, Journal of Applied Statistics 35 (2008), 1115-1129.

[33] H. Zakerzadeh and A. Dolati, Generalized Lindley distribution, Journal of Mathematical Extension 3(2) (2009), 1-17.