Cox’s model

Second, the Black Cox s model includes subordinated debt in which the payment of the junior bond is subordinated to the senior debt. At maturity, the payment to the junior debt is made only if the debt obligation of the senior debt holder is satisfied ... 

The empirical evidence is that by including these assumptions, the Black Cox s model generates credit spread very similar to the ones observed in the market. 

Cox s model relates the dynamic contact angle 9 with the static contact angle ff, the capillary number Ca, and the fluids viscosity ratio k =... 

Cox S R and D E Williams 1981. Representation of the Molecular Electrostatic Potential by a New Atomic Charge Model. Journal of Computational Chemistry 2 304-323. 

Survival rate may be a useful endpoint to study in severe medical conditions, associated with significantly decreased longevity. Patients who are recruited for treatment may be followed prospectively and the loss of patients in the study groups is described with Kaplan-Meier statistics. Differences in survival rates between groups are tested by the Log-Rank statistical test, while the influence of a continuous variable such as drug concentration can be tested using the Cox s regression model. 

To extend Zellner and Revankar s model in a fashion similar to theirs, we can use the Box-Cox transformation for the dependent variable as well. Use the method of Section 10.5.2 (with 9 = X) to repeat the study of the previous two exercises. How do your results change ... 

Using regression analysis based on Cox s proportional hazards model, Ott and Zober (1996) found evidence of association between 2,3,7,8-TCDD exposure and digestive cancer (conditional risk ratio of 1.46 95% 0=1.13-1.89) the primary tumor sites were the liver, stomach, and pancreas. 

Cox, G. and Kumar, S. Modelling enclosure fires using CFD. In SFPE Handbook of Fire Protection Engineering, 3rd Edition. Quincy, MA Society of Fire Protection Engineers, 2002, pp. 3-194—3-218. 

Wang J, Nation RL, Evans AM, Cox S (2004) Isolated rat kidney perfused with dextran and bovine serum albumin a stable model for investigating renal drug handling. J Pharmacol Toxicol Methods 49 105-113... 

Data from a 7-year follow-up study in another Cd-polluted area (Nagasaki) showed that, in both men and women, serum p2-microglobulin and creatinine, as well as urinary total protein and p2-microglobulin were significantly related to mortality independent of age as assessed by the Cox s proportional hazards model [111]. In advanced cases, the excess mortality of subjects with Cd-induced renal tubular dysfunction might, to some extent, be ascribed to a reduction in GFR. 

Although we do not cover them in detail, there ate parametric methods to analyze time to event data of this type, the most notable of which is Cox s proportional hazards model. 

Toumi, R., S. Bekki, and R. Cox, A model study of ATMOS observations and the heterogeneous loss of N2O5 by the sulphate aerosol layer. J Atmos Chem 16, 135, 1993. 

A. Vikhansky and S.M. Cox. Reduced models of chemical reaction in chaotic flows. Phys. Fluids, 18 037102, 2006. 

As the next step, in order to estimate the regression coefficients, /3i, /32,..., /3p, in model (8.8), Cox s partial likelihood is maximized with respect to the regression coefficients, which provides the efficient estimators. Cox s partial likelihood (Cox, 1975) was proposed to provide the very efficient estimators which are also easily obtained. Cox s partial likelihood is specified as follows ... 

As shown in previous sections, the credit spread on a corporate bond takes into account its expected default loss. Structural approaches are based on the option pricing theory of Black Scholes and the value of debt depends on the value of the underlying asset. The determination of yield spread is based on the firm value in which the default risk is found as an option to the shareholders. Other models proposed by Black and Cox (1976), Longstaff and Schwartz (1995) and others try to overcome the limitation of the Merton s model, like the default event at maturity only and the inclusion of a default threshold. This class of models is also known as first passage models . 

Black and Cox (1976) proposed a modified version of the Merton s model by considering three main elements ... 

Extending the work of Black and Cox, Longstaff and Schwartz (1995) developed a new approach to value both, fixed and floating defaultable bonds. Like Black and Cox (1976), the model proposed overcomes the assumption at basis of the Merton s model in which the defaults occur when the firm exhausts its assets only and adding a value barrier by which the firm defaults. The assumptions at basis of this model are two ... 

Cheyne A, Cox S 1998. Modeling safety climate in the prediction of levels of safety activity. Work and Stress, 12(3) 255-271. 

The most commonly used theory used to model the stiffness of this type of composite was developed by Cox [1] and further improved by Krenchel [2, 3]. Cox s shear lag model was developed for aligned discontinuous elastic fibers in an elastic matrix. The applied load is transferred from the matrix to the fiber via interfacial shear stresses, with the maximum shear at the fiber ends decreasing to zero at the centre. Thus, the tensile stress in the fiber is zero at the ends and maximum in the middle. Thus, although the efficiency of stress transfer increases with fiber length, it can never reach 100%. In order to accommodate this dependence of reinforcement efficiency on fiber length, Cox introduced a fiber length efficiency factor -rij into the rule-of-mixtures equation for the composite modulus Eg. 

All voids described so far have been formed at, or released from, the metal-oxide interface. Birchenal has discussed the formation and growth of voids within the oxide scale by condensation of vacancies. For this to occur anions must be removed in some way and he has suggested creep and slip in the anion lattice as possible mechanisms. More recently, Cox has used a sensitive porosimeter as well as special metallographic techniques to study strings of voids formed in zirconium oxide as a result of recrystallisation—the work is discussed in more detail below. Although Birchenal s model predicted greater deviations from the parabolic rate law than were in fact found, the phenomenon of pore growth within the scale seems to be real and it is as well to keep the implications for anion movement in mind. 

Young, J.F., Steffensen, C.L., Nielsen, J.H., Jensen, S.K., and Stagsted, J. 2002. Chicken model for studying dietary antioxidants reveals that apple (Cox s Orange)/broccoli (Brassica olera-cea L. var. italica) stabilizes erythrocytes and reduces oxidation of insoluble muscle proteins and lipids in cooked liver. Journal cfAgricultural and Food Chemistry, 50(18), 5058-62. 

Williams, D. E. J. Chem. Phys. 1967,47,4680-4684 Wdliams, D. E. Starr, T. L. Calculation of the crystal structures of hydrocarbons by molecular packing analysis, Comp. Chem. 1977,1,173-177 Hsu, L.-Y. Wdliams, D. E. Intermolecular potential-function models for crystalline perchlorohydrocarbons, Acta Cryst. 1980, A36, 277-281 Cox, S. R. Hsu, L.-Y. Williams, D. E. Nonbonded potential function models for crystalline oxohydrocarbons, Acta Cryst. 1981, A37, 293-301 Williams, D. E. Cox, S. R. Nonbonded potentials for aza-hydrocarbons the importance of coulombic interactions, Acta Cryst. 1984, B40, 404 17 Williams, D. E. Houpt, D. J. Fluorine nonbonded potentials derived from crystalline perfluorocarbons, Acta Cryst. 1986, B42,286-295. The Williams force field requires the calculation of atomic point and site charges for each molecule. The hydrocarbon force field was later improved (Williams, D. E. Improved intermolecular force field for crystalline hydrocarbons containing four- or three-coordinates carbon, J. Mol. Struct. 1999,485-486, 321-347)... 

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