1 Civil, Environmental and Architectural Engineering, University of Colorado Boulder, Boulder, CO, USA, 2 Cooperative Institute for Research in Environmental Sciences (CIRES), University of Colorado ...

We present a stochastic simulation model for estimating forward-looking corporate probability of default and loss given default. We formulate the model in a discrete time frame, apply ...

Erkyihun S.T., E Zagona, B. Rajagopalan, (2017). “Wavelet and Hidden Markov-Based Stochastic Simulation Methods Comparison on Colorado River Streamflow,” Journal of Hydrologic Engineering 2017, 22(9): ...

This paper documents the specification of a model that was constructed to assess debt sustainability in emerging market economies. Key features of the model include external and fiscal sectors, which ...