Results 11 to 20 of about 64,333 (291)
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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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 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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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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Prediction and estimation for the compound Poisson distribution [PDF]
Proceedings of the National Academy of Sciences, 1977 An empirical Bayes method is proposed for predicting the future performance of certain subgroups of a compound Poisson population.
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On the Compound Generalized Poisson Distributions [PDF]
ASTIN Bulletin, 1994 AbstractGoovaerts and Kaas (1991) present a recursive scheme, involving Panjer's recursion, to compute the compound generalized Poisson distribution (CGPD). In the present paper, we study the CGPD in detail. First, we express the generating functions in terms of Lambert's W function.
R.S. Ambagaspitiya, N. Balakrishnan
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On lower limits and equivalences for distribution tails of randomly stopped sums [PDF]
, 2007 For a distribution $F^{*\tau}$ of a random sum $S_{\tau}=\xi_1+...+\xi_{\tau}$ of i.i.d. random variables with a common distribution $F$ on the half-line $[0,\infty)$, we study the limits of the ratios of tails $\bar{F^{*\tau}}(x)/\bar{F}(x)$ as $x\to ...
Denisov, Denis +2 more
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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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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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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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