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Models and numerical methods for XVA pricing under mean reversion spreads in a multicurrency framework
(Elsevier B.V., 2024-03)
[Abstract]: In this article we make some new relevant contributions to the computation of total valuation adjustments (XVA) for financial derivatives involving several currencies. From the modelling point of view, for the ...
Probability of default estimation in credit risk using mixture cure models
(Elsevier, 2024-01)
[Abstract]: An estimator of the probability of default (PD) in credit risk is proposed. It is derived from a nonparametric conditional survival function estimator based on cure models. Asymptotic expressions for the bias ...
Plastic Debris in Lakes and Reservoirs
(Springer Nature, 2023)
[Abstract] Plastic debris is thought to be widespread in freshwater ecosystems globally1. However, a lack of comprehensive and comparable data makes rigorous assessment of its distribution challenging2,3. Here we present ...
Developing a Harmonic Sustainable Public Procurement Framework
(Springer, 2024)
[Abstract] Sustainability is aimed at addressing the environmental and socio-economic issues of this generation and future ones. In this context, sustainable public procurement (SPP) has been proposed to link the consumption ...