We investigate credit portfolio tranche pricing and highlight the sensitivity of credit portfolios to dependence. The Poisson binomial distribution is extended by introducing correlation and ...

The beta-binomial distribution is extended to allow negative correlations among binary variates within an experimental unit. Regression models are proposed for both the binary variate response rate ...

A formal description is given of the application of the binomial distribution to test the distributions of residual sibling sex combinations in families sampled through index cases; whether these ...