This is an analytical, descriptive, and cross-sectional case study to identify a pharmaceutical company's organizational life cycle (OLC) situation using clustering methods. Data came from Iran's pharmaceutical firms in 2001-2018. We used sales growth, dividend per ratio, and performance...

This paper identifies and analyzes the trends and patterns in consumption differences between Eastern and Western European households from 2000 to 2021. Using clustering methods and regression analysis, it examines consumer spending patterns and convergence processes, focusing on how household...

This paper identifies and analyzes the trends and patterns in consumption differences between Eastern and Western European households from 2000 to 2021. Using clustering methods and regression analysis, it examines consumer spending patterns and convergence processes, focusing on how household...

Modeling portfolio credit risk involves the default dependencies between the individual securities in a portfolio. The copula is a common approach to construct it. It parameterizes the joint distribution of individual defaults independently of their marginal distributions. The current market...

In this paper, a new heavy-tailed distribution is used to model data with a strong right tail, as often occurs in practical situations. The distribution proposed is derived from the lognormal distribution, by using the Marshall and Olkin procedure. Some basic properties of this new distribution...

The objective of this study is to evaluate and model the risks of corn and soybean production. This study focuses on the risk of revenue variability that arises from changes in prices, yields shortfalls or both. There are several models for price and yield risk factors for corn and soybeans. For...

This paper is intended as a guide to building insurance risk (loss) models. A typical model for insurance risk, the so-called collective risk model, treats the aggregate loss as having a compound distribution with two main components: one characterizing the arrival of claims and another...

This paper develops a flexible and computationally efficient model to estimate the credit loss distribution of the loans in a banking system. We consider a sectorial structure, where default frequencies and the total number of loans are allowed to depend on macroeconomic conditions as well as on...

Purpose – The purpose of this paper is to be an academic inquiry into rating issues confronted by the US Federal Crop Insurance program stemming from changes in participation rates as well as the weighting of data to reflect longer‐run weather patterns. Design/methodology/approach – The...

The objective of this study is to evaluate and model the risks of corn and soybean production. This study focuses on the risk of revenue variability that arises from changes in prices, yields shortfalls or both. There are several models for price and yield risk factors for corn and soybeans. For...