Results 1 to 10 of about 30,813 (269)
Comparing Compound Poisson Distributions by Deficiency: Continuous-Time Case
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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A Deep Neural Network Approach to Solving for Seal’s Type Partial Integro-Differential Equation
In this paper, we study the problem of solving Seal’s type partial integro-differential equations (PIDEs) for the classical compound Poisson risk model.
Bihao Su, Chenglong Xu, Jingchao Li
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Julius Kruopis – the pioneer of applied statistics in Lithuania
Julius Kruopis was born on 21.02.1941 in Utena district. In 1963 he graduated from Vilnius University, Faculty of Physics and Mathematics. In 1964–1966 he worked as a trainee lecturer at the Department of Probability Theory and Number Theory of the ...
Vilijandas Bagdonavičius +3 more
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Approximations for sums of three-valued 1-dependent symmetric random variables
The sum of symmetric three-point 1-dependent nonidentically distributed random variables is approximated by a compound Poisson distribution. The accuracy of approximation is estimated in the local and total variation norms.
Gabija Liaudanskaitė +1 more
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Constructions for Clumps Statistics. [PDF]
We consider a component of the word statistics known as clump; starting from a finite set of words, clumps are maximal overlapping sets of these occurrences. This object has first been studied by Schbath with the aim of counting the number of occurrences
Frédérique Bassino +3 more
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Under the Bayesian framework, this study proposes a Tweedie compound Poisson partial linear mixed model on the basis of Bayesian P-spline approximation to nonparametric function for longitudinal semicontinuous data in the presence of nonignorable missing
Zhenhuan Wu, Xingde Duan, Wenzhuan Zhang
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MANAGING HEART RELATED DISEASE RISKS IN BPJS KESEHATAN USING COLLECTIVE RISK MODELS
BPJS Kesehatan is a legal entity established to administer the health service program using the insurance system. Heart related diseases is a disease with the largest coverage cost in Indonesia.
Gede Ary Prabha Yogesswara +2 more
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Mechanic, Half-Metallic and Thermoelectric Properties of the PdZrTiAl under pressure: A DFT study [PDF]
The half-metallic, mechanical, and transport properties of the quaternary Heusler compound of PdZrTiAl is discussed under hydrostatic pressures in the range of –11.4 GPa to 18.4 GPa in the framework of the density functional theory (DFT) and Boltzmann ...
S. Parsamehr +6 more
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Partial Diffusion Markov Model of Heterogeneous TCP Link: Optimization with Incomplete Information
The paper presents a new mathematical model of TCP (Transmission Control Protocol) link functioning in a heterogeneous (wired/wireless) channel. It represents a controllable, partially observable stochastic dynamic system.
Andrey Borisov +3 more
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Multiple-Trigger Catastrophe Bond Pricing Model and Its Simulation Using Numerical Methods
Investor interest in single-trigger catastrophe bonds (STCB) has the potential to decline in the future. It is triggered by the increasing trend of global catastrophe loss and intensity every year, which increases the probability that a claim of STCB ...
Riza Andrian Ibrahim +2 more
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