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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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Upper-bound estimates for weighted sums satisfying Cramer’s condition
Lietuvos Matematikos Rinkinys, 2023 Let S = ω1S1 + ω2S2 + ⋯ + ωNSN. Here Sj is the sum of identically distributed random variables and ωj > 0 denotes weight. We consider the case, when Sj is the sum of independent random variables satisfying Cramer’s condition.
Vydas Čekanavičius, Aistė Elijio
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Mathematical and Computational Applications, 2023 Regression models in which the response variable has a compound distribution have applications in actuarial science. For example, the aggregate claim amount in a vehicle insurance portfolio can be modeled using a compound Poisson distribution.
Jahnavi Merupula +2 more
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JTAM (Jurnal Teori dan Aplikasi Matematika), 2022 In this paper, an asymptotic distribution of the estimator for the variance function of a compound periodic Poisson process with power function trend is discussed.
Muhammad Wiranadi Utama +2 more
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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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JTAM (Jurnal Teori dan Aplikasi Matematika), 2023 This research is a follow-up research of Utama (2022) on asymptotic distribution of an estimator for variance function of a compound periodic Poisson with the power function trend.
Ade Irawan +2 more
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Limiting entry times distribution for arbitrary null sets SETS [PDF]
, 2019 We describe an approach that allows us to deduce the limiting return times distribution for arbitrary sets to be compound Poisson distributed. We establish a relation between the limiting return times distribution and the probability of the cluster sizes,
Haydn, N., Vaienti, S.
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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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Fractal and Fractional, 2022 The Poisson-stopped sum of the Hurwitz–Lerch zeta distribution is proposed as a model for interarrival times and rainfall depths. Theoretical properties and characterizations are investigated in comparison with other two models implemented to perform the
Carmelo Agnese +4 more
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Statistics of weighted Poisson events and its applications [PDF]
, 2013 The statistics of the sum of random weights where the number of weights is Poisson distributed has important applications in nuclear physics, particle physics and astrophysics.
Bohm, G., Zech, G.
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