Results 11 to 20 of about 9,320,217 (335)
Computing Tails of Compound Distributions Using Direct Numerical Integration [PDF]
, 2009 An efficient adaptive direct numerical integration (DNI) algorithm is developed for computing high quantiles and conditional Value at Risk (CVaR) of compound distributions using characteristic functions.
Luo, Xiaolin, Shevchenko, Pavel V.
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Recursions for Compound Distributions [PDF]
ASTIN Bulletin, 1982 Various methods for developing recursive formulae for compound distributions have been reported recently by Panjer (1980, including discussion), Panjer (1981), Sundt and Jewell (1981) and Gerber (1982) for a class of claim frequency distributions and arbitrary claim amount distributions. The recursions are particularly useful for computational purposes
H. H. Panjer, G. E. Willmot
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Regression for copula-linked compound distributions with applications in modeling aggregate insurance claims [PDF]
Annals of Applied Statistics, 2019 In actuarial research, a task of particular interest and importance is to predict the loss cost for individual risks so that informative decisions are made in various insurance operations such as underwriting, ratemaking, and capital management. The loss
Peng Shi, Zifeng Zhao
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On Compound Distributions for Natural Disaster Modelling in Kenya
International Journal of Mathematics and Mathematical Sciences, 2020 Kenyan communities are exposed to natural disasters by an amalgamation of factors such as poverty, aridity, and settlements in areas susceptible to natural disasters or in areas with poor infrastructure. This is expected to increase due to the effects of
Antony Rono +2 more
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Evidence for competing bi-faceted compound nucleus fission modes in 232Th(α,f) reaction
Physics Letters B, 2022 Relative isotopic yield distributions have been extracted for nine correlated fission fragment pairs following a detailed analysis of prompt γ−γ coincidence events from 232Th(α,f) reaction at Elab = 30 MeV.
Aniruddha Dey +21 more
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A generalized class of correlated run shock models
Dependence Modeling, 2018 In this paper, a generalized class of run shock models associated with a bivariate sequence {(Xi, Yi)}i≥1 of correlated random variables is defined and studied. For a system that is subject to shocks of random magnitudes X1, X2, ...
Yalcin Femin +2 more
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International Journal for Parasitology: Drugs and Drug Resistance, 2017 The Faecal Egg Count Reduction Test (FECRT) is the most widely used field-based method for estimating anthelmintic efficacy and as an indicator of the presence of anthelmintic resistant nematodes in cattle, despite never having been validated against the
J.W. Love +5 more
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On compounded bivariate poisson distributions
Naval Research Logistics, 1994 Summary: A unified treatment is given for a class of discrete distributions derived by compounding a bivariate Poisson with a bivariate discrete or continuous distribution. Using generating functions a number of interesting results are obtained for probabilities, moments, cumulants, factorial moments, and factorial cumulants.
David, K.M., Papageorgiou, H.
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F1000Research, 2020 The ccbmlib Python package is a collection of modules for modeling similarity value distributions based on Tanimoto coefficients for fingerprints available in RDKit.
Martin Vogt, Jürgen Bajorath
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F1000Research, 2020 The ccbmlib Python package is a collection of modules for modeling similarity value distributions based on Tanimoto coefficients for fingerprints available in RDKit.
Martin Vogt, Jürgen Bajorath
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