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EN
Credit risk models used in banks are based on probability models for occurrence of default. A vast class of the models used in practice (e.g., Credit Metrics) is based on the notion of intensity. In 1997 Jarrow applied Markov chain approach to analyze intensities. The key problem that arises is the selection of appropriate estimators. Within the Markov approach among the most frequently used estimators of a migration matrix are cohort and duration estimators. Migration matrices can also be obtained with help of statistical longitudinal models (GLMM) in which states (rating classes) in discrete time points are regarded as matched pairs. In this paper we compare Markov chain models and GLMM models and the influence of their application on bank portfolio evaluation.
Acta Physica Polonica A
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2015
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vol. 128
|
issue 2B
B-365-B-366
EN
Ionizing radiation is commonly used in diagnostic and therapeutic applications in medicine. Therefore, both staff and patients are exposed to the biological influence of radiation. Biological effects and damages are proportional to the irradiation.In this study the radiation dose to human in the patient room and the technician room at computed tomography and X-ray units were measured and compared for different situations.
EN
The INSIDE project addresses the online dose monitoring in particle therapy issue. The proposed detectors exploit the secondary neutral and charged particles emitted during the treatment by the irradiated volumes. The new detection techniques allow to return and online a measurement of the released dose and the Bragg peak position.
4
75%
EN
The INSIDE collaboration aims to build an on-line hadrontherapy monitoring system, based on a dual-head in-beam PET scanner and a secondary charged particles profiler. In this work preliminary experimental results are presented. The validation of the FLUKA-based Monte Carlo simulation tool is shown together with the expected scanner performances.
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