IEEE

20 Hierarchical Bayesian Calibration and Response Prediction of a 10-Story Building Model

Abstract: Model Validation and Uncertainty Quantification, Volume 3: Proceedings of the 36th IMAC, A Conference and Exposition on Structural Dynamics, 2018, the third volume of nine from the ...
IEEE

31 Calibration, Validation and Uncertainty Quantification of Nominally Identical Car Subframes

Abstract: Model Validation and Uncertainty Quantifi cation, Volume 3. Proceedings of the 34th IMAC, A Conference and Exposition on Dynamics of Multiphysical Systems: From Active Materials to ...
Risk

Addendum to Rubtsov and Petrov (2016): “A point-in-time–through-the-cycle approach to rating assignment and probability of default calibration”

In June 2016, The Journal of Risk Model Validation published a paper by Rubtsov and Petrov (2016) called “A point-in time–through-the-cycle approach to rating assignment and probability of default ...
Risk

Calibration of rating grades to point-in-time and through-the-cycle levels of probability of default

The paper argues for the need for and importance of the dual calibration of a probability of default (PD) model (ie, calibration to both point-in-time (PIT) and through-the-cycle (TTC) PD levels). It ...