Results 101 to 110 of about 204,657 (313)
Exponential convergence rate of ruin probabilities for level-dependent L\'evy-driven risk processes [PDF]
, 2018 We explicitly find the rate of exponential long-term convergence for the ruin probability in a level-dependent L\'evy-driven risk model, as time goes to infinity. Siegmund duality allows to reduce the pro blem to long-term convergence of a reflected jump-
Goffard, Pierre-Olivier +1 more
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Advanced Functional Materials, EarlyView.A dual‐percolative planar‐heterojunction photoactive architecture enables intrinsically stretchable organic photovoltaics that combine high photovoltaic efficiency with enhanced mechanical robustness. Abstract Intrinsically stretchable organic solar cells (IS‐OSCs) are promising candidates for wearable power sources due to their ability to deform in ...
Jin‐Woo Lee +8 more
wiley +1 more source
Estimation of excess hazard using compound Poisson frailty model
Journal of Biostatistics and Epidemiology, 2015 Background & Aim: The excess hazard rate proposed by Andersen and Vaeth may underestimate the long-term excess hazard rate for cancer survival. Zahl explained the phenomenon by continuous selection of the most robust individuals after diagnosis.
Mahmood Sheikh-Fathollahi +4 more
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Exchange Options Under Jump-Diffusion Dynamics [PDF]
Margrabe provides a pricing formula for an exchange option where the distributions of both stock prices are log-normal with correlated Wiener components.
Carl Chiarella, Gerald H. L. Cheang
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An asymptotic distribution of compound Poisson distribution
Cogent Mathematics, 2016 In many of statistical theory of asymptotic distribution, it is based on normal distribution or some parameters that it is difficult to determine. In this paper we consider combined Poisson distribution and introduce one of the theoretical approach that does not require much of them to obtain more convenience, instead by using inequality of best ...
openaire +1 more source
Switchable Supramolecular Adhesive by Tuning Interfacial Bonding and Modulus
Advanced Functional Materials, EarlyView.The supramolecular adhesive (HyDiP) shows reversible adhesion and recyclability. In the dehydrated state, it is dense, stiff (E ≈445 MPa), transparent, and provides strong bonding with adhesion strengths up to 4.65 MPa. In the hydrated state, it becomes porous, soft (E ≈0.11 MPa), and detaches easily, enabling sustainable high‐strength applications ...
Rumin Fu +10 more
wiley +1 more source
Exchangeable Claims Sizes in a Compound Poisson Type Proces [PDF]
When dealing with risk models the typical assumption of independence among claim size distributions is not always satisfied. Here we consider the case when the claim sizes are exchangeable and study the implications when constructing aggregated claims ...
Luis E. Nieto-Barajas, Ramsés H. Mena
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On the Compound and Generalized Poisson Distributions
The Annals of Mathematical Statistics, 1948 In this note we deduce several properties of the compound and generalized Poisson distributions; in particular their closure and divisibility properties. An infinite class of functions whose members are both compound and generalized Poisson distributions is exhibited, and several of the distributions of Neyman, Polya, etc. are identified.
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High Entropy Wide‐Bandgap Borates with Broadband Luminescence and Large Nonlinear Optical properties
Advanced Functional Materials, EarlyView.High‐entropy rare‐earth borates exhibit excellent nonlinear optical and broadband luminescence properties arising from multi‐component doping, chemical disorder, increased configurational entropy, and increased lattice and electronic anharmonicity. This formulation enabled us to obtain a large, environmentally stable single crystal with 3X higher laser‐
Saugata Sarker +14 more
wiley +1 more source
, 2015 The paper develops new methods of non-parametric estimation a compound Poisson distribution. Such a problem arise, in particular, in the inference of a Levy process recorded at equidistant time intervals.
Lindo, Alexey +2 more
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