The challenge of using small sample sizes for operational risk capital models fitted via maximum likelihood estimation is well recognized, yet the literature ...

In the process of loan pricing, stress testing, capital allocation, modeling of probability of default (PD) term structure and International Financial Reporting Standard 9 expected credit loss ...

Our method can be used to train implicit probabilistic models (a common example being the generator in GANs). Unlike GANs, however, our method does not suffer from mode collapse/dropping and is stable ...