Results 261 to 270 of about 64,333 (291)

Compound Mixed Poisson Distributions

2009
The topic of the present chapter is recursions for compound mixed Poisson distributions, in particular mixed Poisson distributions. As a simple motivating example, we consider a Gamma mixing distribution. Special attention is given to finite mixtures. We mainly concentrate on the Willmot class of continuous mixing distributions where the derivative of ...
Bjørn Sundt, Raluca Vernic
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A criterion for the compound poisson distribution to be maximum entropy

2009 IEEE International Symposium on Information Theory, 2009
The Poisson distribution is known to have maximal entropy among all distributions (on the nonnegative integers) within a natural class. Interestingly, straightforward attempts to generalize this result to general compound Poisson distributions fail because the analogous result is not true in general.
Oliver Johnson, Ioannis Kontoyiannis, Mokshay M. Madiman   +2 more
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Poisson and compound Poisson distributions of order k and some of their properties

Journal of Soviet Mathematics, 1984
Translation from Zap. Nauchn. Semin. Leningr. Otd. Mat. Inst. Steklova 130, 175-180 (Russian) (1983; Zbl 0529.60010).
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On moments and cumulants of the D compound Poisson distribution

Statistical Papers, 1997
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Huang, Mei Ling, Fung, Karen Y.
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Compound poisson distributions: Properties and estimation*

Communications in Statistics - Theory and Methods, 1992
Multivariate compound Poisson distribution is obtained by m p-independent Poisson distributions with a mixing distribution. marginal, conditional probability mass function and moments of comp Poisson distribution when the mixing parameter has a gamma distribu are obtained.
Dipak K. Dey, Younshik Chung
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Approximation of aggregate claims distributions by compound poisson distributions

Insurance: Mathematics and Economics, 1985
Error estimates are given for the approximation of the individual model of risk theory by compound Poisson distributions. Theoretical portfolios and one life portfolio from practice demonstrate the quality of the estimates.
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Improved recursions for some compound poisson distributions

Insurance: Mathematics and Economics, 1986
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Characterization of the Compound Poisson Distribution [PDF]

, 1979
Consider two non-negative integer-valued r.v.'s X,Y with X=>Y. Suppose that the conditional distribution of Y|X is binomial with parameters (n,p), n=0,1,2,...; 0 0 (Poisson(λp)) if and only if (iff) X is Poisson (λ). This model has been extensively used in the literature under different names in many practical situations.
Xekalaki, Evdokia, Panaretos, John
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Stopped Compound Poisson Process and Related Distributions

2007
This chapter considers the first-crossing problem of a compound Poisson process with positive integer-valued jumps in a nondecreasing lower boundary. The cases where the boundary is a given linear function, a standard renewal process, or an arbitrary deterministic function are successively examined.
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Making Tweedie’s compound Poisson model more accessible

European Actuarial Journal, 2021
Łukasz Delong, Mathias Lindholm, Mario V Wüthrich   +2 more
exaly