Results 21 to 30 of about 299 (140)
CMPH: a multivariate phase-type aggregate loss distribution
Dependence Modeling, 2017 We introduce a compound multivariate distribution designed for modeling insurance losses arising from different risk sources in insurance companies.
Ren Jiandong, Zitikis Ricardas
doaj +1 more source
LIMITS OF BENFORD'S LAW IN EXPERIMENTAL FIELD
, 2020 Two of the main flaws of Benford’s law will be discussed in this article: (i) the first one, which leads the observer to consider an experimental dataset as the result of a single random variable rather than several, makes this law so mysterious; (ii ...
S. B. D. Silva
semanticscholar +1 more source
Laplace transform of certain functions with applications
International Journal of Mathematics and Mathematical Sciences, Volume 23, Issue 2, Page 99-102, 2000., 2000 The Laplace transform of the functions tν(1+t)β, Reν > −1, is expressed in terms of Whittaker functions. This expression is exploited to evaluate infinite integrals involving products of Bessel functions, powers, exponentials, and Whittaker functions. Some special cases of the result are discussed. It is also demonstrated that the famous identity∫0∞sin
M. Aslam Chaudhry
wiley +1 more source
The Kumaraswamy-geometric distribution
, 2014 In this paper, the Kumaraswamy-geometric distribution, which is a member of the T-geometric family of discrete distributions is defined and studied. Some properties of the distribution such as moments, probability generating function, hazard and quantile
Alfred Akinsete, F. Famoye, Carl Lee
semanticscholar +1 more source
The Ristić and Balakrishnan Lindley-Poisson Distribution:Model, Theory and Application
Afrika Statistika, 2018 A new distribution called Ristic and Balakrishnan Lindley-Poisson (RBLP) distribution is introduced and its properties are explored. This new distribution contains several new and well known sub-models, including Lindley-Poisson, RB-Lindley and Lindley ...
A. Fagbamigbe +3 more
semanticscholar +1 more source
A probablistic proof of the series representation of the MacDonald function with applications
International Journal of Mathematics and Mathematical Sciences, Volume 21, Issue 3, Page 463-466, 1998., 1993 A series representation of the Macdonald function is obtained using the properties of a probability density function and its moment generating function. Some applications of the result are discussed and an open problem is posed.
M. Aslam Chaudhry, Munir Ahmad
wiley +1 more source
Bivariate beta-generated distributions with applications to well-being data
, 2014 The class of beta-generated distributions (Commun. Stat. Theory Methods 31:497–512, 2002; TEST 13:1–43, 2004) has received a lot of attention in the last years.
J. Sarabia, Faustino Prieto, V. Jordá
semanticscholar +1 more source
On revelation transforms that characterize probability distributions
International Journal of Stochastic Analysis, Volume 6, Issue 4, Page 345-357, 1993., 1993 A characterization of exponential, geometric and of distributions with almost‐lack‐of‐memory property, based on the “revelation transform of probability distributions” and “relevation of random variables” is discussed. Known characterizations of the exponential distribution on the base of relevation transforms given by Grosswald et al. [4], and Lau and
S. Chukova, B. Dimitrov, J.-P. Dion
wiley +1 more source
A sharp inequality for Kendall’s τ and Spearman’s ρ of Extreme-Value Copulas
Dependence Modeling, 2018 We derive a new (lower) inequality between Kendall’s τ and Spearman’s ρ for two-dimensional Extreme-Value Copulas, show that this inequality is sharp in each point and conclude that the comonotonic and the product copula are the only Extreme-Value ...
Trutschnig Wolfgang, Mroz Thomas
doaj +1 more source
On quantile based co-risk measures and their estimation
Dependence Modeling, 2020 Conditional Value-at-Risk (CoVaR) is defined as the Value-at-Risk of a certain risk given that the related risk equals a given threshold (CoVaR=) or is smaller/larger than a given threshold ...
Fuchs Sebastian, Trutschnig Wolfgang
doaj +1 more source