A large-deviations method generates plausible stress scenarios for financial losses by concentrating on most likely configurations conditional on large losses, recovering stressed loss laws even with sparse data.
arXiv preprint arXiv:2010.04890 , year=
2 Pith papers cite this work. Polarity classification is still indexing.
years
2026 2verdicts
UNVERDICTED 2representative citing papers
Metal saturation from iron disproportionation redistributes hydrogen from subducted water, decreasing mantle silicate water storage capacity by 64-96% to 0.1-0.8 ocean masses and creating a wet shallow-dry deep mantle contrast.
citing papers explorer
-
Generating Plausible Stress Scenarios via Large Deviations
A large-deviations method generates plausible stress scenarios for financial losses by concentrating on most likely configurations conditional on large losses, recovering stressed loss laws even with sparse data.
-
Metal Saturation and the Redistribution of Hydrogen in Earth's Mantle
Metal saturation from iron disproportionation redistributes hydrogen from subducted water, decreasing mantle silicate water storage capacity by 64-96% to 0.1-0.8 ocean masses and creating a wet shallow-dry deep mantle contrast.