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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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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 ...
G. Willmot
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Measure Concentration for Compound Poisson Distributions [PDF]
Electronic Communications in Probability, 2006 We give a simple development of the concentration properties of compound Poisson measures on the nonnegative integers. A new modification of the Herbst argument is applied to an appropriate modified logarithmic-Sobolev inequality to derive new concentration bounds.
Kontoyiannis, Ioannis, Madiman, Mokshay
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Multidimensional compound Poisson distributions in free probability [PDF]
Science China Mathematics, 2018 This is the final version of the paper, which will be appear in Sci. China Math.
An, Guimei, Gao, Mingchu
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Multivariate Compound Poisson Distributions and Infinite Divisibility [PDF]
ASTIN Bulletin, 2000 AbstractIn this note we give a multivariate extension of the proof of Ospina & Gerber (1987) of the result of Feller (1968) that a univariate distribution on the non-negative integers is infinitely divisible if and only if it can be expressed as a compound Poisson distribution.
B. Sundt
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Inequalities for Multivariate Compound Poisson Distributions
The Annals of Probability, 1988 Let \(\{Q_ t\); \(t\geq 0\}\) be a one-parameter Poisson family. Let \({\mathcal A}=\{A:\) \(A\subseteq \{1,2,...,n\}\}\), n positive integer, and t(A) be a number associated with \(A\in {\mathcal A}\). Let \(\{Z_ A:\) \(A\in {\mathcal A}\}\) be independent random variables with \(Z_ A\) distributed according to \(Q_{t(A)}\). Define \(x=(x_ 1,...,x_ n)\
R. Ellis
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Compound poisson distributions and KNO scaling
Nuclear Physics B, 1973 Abstract We propose to represent the multiplicity distribution by a compound Poisson distribution suggested by unitary or absorptive multiperipheral models. In this framework, we discuss the scaling law proposed recently by Koba, Nielsen and Olesen, and in particular the behaviour of non-asymptotic terms.
M. Le Bellac, J.L. Meunier, G. Plaut
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Optimal control of compound Poisson processes [PDF]
ITM Web of Conferences, 2022 The problem of controlling a compound Poisson process until it leaves an interval is considered. This type of problem is known as a homing problem. To determine the value of the optimal control, we must solve a nonlinear integro-differential equation ...
Lefebvre Mario
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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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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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