This article treats the analysis of factorial experiments under an inverse Gaussian distribution for the failure times. A reciprocal-linear model for the factor effects is motivated from the context ...

A Wiener process with drift is presented as a model of employee job attachment. The model implies a defective inverse Gaussian distribution form for employee service times. The inverse Gaussian form ...

Although the literature about measuring probability of default (PD) in retail credit portfolios is vast, the same thing cannot be said about measuring exposure at default (EAD). This paper aims to ...

Expanding the realized variance concept through realized skewness and kurtosis is a straightforward process. We calculate one-day forecasts for these moments with a simple exponentially weighted ...