Results 1 to 10 of about 358,158 (189)
Compound distributions for financial returns. [PDF]
PLoS ONE, 2020 In this paper, we propose six Student's t based compound distributions where the scale parameter is randomized using functional forms of the half normal, Fréchet, Lomax, Burr III, inverse gamma and generalized gamma distributions.
Emmanuel Afuecheta +4 more
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Computing compound distributions faster [PDF]
Insurance: Mathematics and Economics, 1996 The use of Panjer's algorithm has meanwhile become a widespread standard technique for actuaries (Kuon et al., 1955). Panjer's recursion formula is used for the evaluation of compound distributions and can be applied to life and general insurance ...
Dekker, R. (Rommert) +2 more
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Identifiability of Compound Poisson Distributions [PDF]
Scandinavian Actuarial Journal, 1983 Compound Poisson distributions (CPD's) are frequently used as alternatives in studying situations where a simple Poisson model is found inadequate to describe.
Panaretos, John, Xekalaki, Evdokia
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Comparing Compound Poisson Distributions by Deficiency: Continuous-Time Case
Mathematics, 2022 In the paper, we apply a new approach to the comparison of the distributions of sums of random variables to the case of Poisson random sums. This approach was proposed in our previous work (Bening, Korolev, 2022) and is based on the concept of ...
Vladimir Bening, Victor Korolev
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On Some Stationary INAR(1) Processes with Compound Poisson Distributions
Revstat Statistical Journal, 2023 Aly and Bouzar ([2]) used the backward approach in presence of the binomial thinning operator to construct underdispersed stationary first-order autoregressive integer valued (INAR (1)) processes.
Emad-Eldin A. A. Aly, Nadjib Bouzar
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A Compound Class of Inverse-Power Muth and Power Series Distributions
Axioms, 2023 This paper introduces the inverse-power Muth power series model, which is a composition of the inverse-power Muth and the class of power series distributions.
Leonardo Barrios-Blanco +3 more
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Computing Moments of Compound Distributions [PDF]
Scandinavian Actuarial Journal, 1985 The first few moments of compound distributions may be obtained by conditioning on the number of terms. It is shown how this method can be adapted to construct a recursive scheme for computing higher order moments of compound distributions.
R. Kaas, M. J. Goovaerts
openaire +1 more source
AIMS Mathematics, 2022 This paper considers a compound risk model, in which the individual claim sizes and their inter-arrival times can be arbitrarily dependent. We mainly investigate the claim sizes are extended negatively dependent.
Weiwei Ni, Chenghao Xu , Kaiyong Wang
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Deep learning-based approach for forecasting intermittent online sales
Discover Artificial Intelligence, 2023 Deep Neural Networks (DNN’s) present some of the leading applications of Artificial Intelligence (AI) which have proven suitability on various machine-learning use cases.
Yashar Ahmadov, Petri Helo
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Oscillations in Multiparticle Production Processes
Entropy, 2017 We discuss two examples of oscillations apparently hidden in some experimental results for high-energy multiparticle production processes: (i) the log-periodic oscillatory pattern decorating the power-like Tsallis distributions of transverse momenta; (ii)
Grzegorz Wilk, Zbigniew Włodarczyk
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