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 ...

The score theory is also used to extend this method to the stratified or multiple-table case. Thus, good approximate interval estimates for differences, ratios, and odds ratios of binomial parameters ...