Results 11 to 20 of about 64,148 (296)
Risks, 2022 Faced with the need to adjust public pension systems to meet changing demographic, economic and social conditions, most developed countries have created government reserve funds to ensure macroeconomic sustainability.
Emilio Gómez-Déniz +2 more
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Compound bi-free Poisson distributions [PDF]
Infinite Dimensional Analysis, Quantum Probability and Related Topics, 2019 In this paper, we study compound bi-free Poisson distributions for two-faced families of random variables. We prove a Poisson limit theorem for compound bi-free Poisson distributions. Furthermore, a bi-free infinitely divisible distribution for a two-faced family of self-adjoint random variables can be realized as the limit of a sequence of compound ...
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InPrime, 2022 This article discusses the estimation for the expected value, also called the mean function, of a compound periodic Poisson process with a power function trend. The aims of our study are, first, to modify the existing estimator to produce a new estimator
Nurul Indah Safitri +2 more
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A Berry-Esseen theorem for Pitman's $\alpha$-diversity
, 2020 This paper is concerned with the study of the random variable $K_n$ denoting the number of distinct elements in a random sample $(X_1, \dots, X_n)$ of exchangeable random variables driven by the two parameter Poisson-Dirichlet distribution, $PD(\alpha ...
Dolera, Emanuele, Favaro, Stefano
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On Stein's method and perturbations [PDF]
, 2007 Stein’s (1972) method is a very general tool for assessing the quality of approximation of the distribution of a random element by another, often simpler, distribution.
Barbour, A D, Cekanavicius, V, Xia, A
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Evaluating Compound Generalized Poisson Distributions Recursively [PDF]
ASTIN Bulletin, 1991 AbstractIn this paper we give a recursive scheme, involving Panjer's recursion, to compute the distribution of a compound sum of integer claims, when the number of summands follows a Generalized Poisson distribution. Also, an elegant derivation is given for some basic properties of this counting distribution.
M.J. Goovaerts, R. Kaas
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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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The compound Poisson limit ruling periodic extreme behaviour of non-uniformly hyperbolic dynamics [PDF]
, 2012 We prove that the distributional limit of the normalised number of returns to small neighbourhoods of periodic points of non-uniformly hyperbolic dynamical systems is compound Poisson.
A. Ferguson +42 more
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暴雨灾害, 2022 The study on the return period of extreme precipitation can improve the understanding of precipitation regularity, which is of great significance for preventing urban waterlogging, farmland waterlogging.
Pan CHENG +5 more
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Mixed Compound Poisson Distributions [PDF]
ASTIN Bulletin, 1986 AbstractThe distribution of total claims payable by an insurer is considered when the frequency of claims is a mixed Poisson random variable. It is shown how in many cases the total claims density can be evaluated numerically using simple recursive formulae (discrete or continuous).Mixed Poisson distributions often have desirable properties for ...
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