In this work, we present and discuss the operational risk in the financial institutions, Basel Accord II, the structure of dependence between cumulative operational losses, a tool for modeling this dependence (theory of ...

We present a general introduction in the construction of experimental design, spe- cially a general factorial design and factorial design 2k and some Bayesian criteria in the construction of experimental design. In ...

Abstract The asymmetric distributions has experienced great development in recent times. They are used in modeling financial data, medical, genetics and other applications. Among these distributions, the Skew normal ...

In ecology, understanding the species-area relationship (SARs) are extremely important to determine species diversity. SARs are fundamental to assess the impact due to the destruction of natural habitats, creation of ...

The main objective of this research is to provide statistical tools that allow the comparison of individuals in a speci ed sports category. Particularly, the present study is focused on the performance evaluation in ...

Every day in financial institution is common to nd customers who are unable to honor their commitments. When this occurs we say that the individual is in default. In a possible economic downturn the portfolio could su_er ...

We review the Dirichlet process mixture model and investigate its performance as a classification method. The first aspect considered is its sensibility to the choice of location parameter of the base distribution. The ...

There are situations where various risk factors of failure are present, in the same time, in the life of system. For this reason we say that these factors are competing to cause the system failure. However, only one of ...