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
openaire +2 more sources
Subexponential densities of compound Poisson sums and the supremum of a random walk [PDF]
Kyoto Journal of Mathematics, 2020 We characterize the subexponential densities on $(0,\infty)$ for compound Poisson distributions on $[0,\infty)$ with absolutely continuous Levy measures.
Takaaki Shimura, Toshiro Watanabe
semanticscholar +1 more source
Approximations for sums of three-valued 1-dependent symmetric random variables
Nonlinear Analysis, 2020 The sum of symmetric three-point 1-dependent nonidentically distributed random variables is approximated by a compound Poisson distribution. The accuracy of approximation is estimated in the local and total variation norms.
Gabija Liaudanskaitė +1 more
doaj +1 more source
PolSAR Models with Multimodal Intensities
Remote Sensing, 2022 Polarimetric synthetic aperture radar (PolSAR) systems are an important remote sensing tool. Such systems can provide high spacial resolution images, but they are contaminated by an interference pattern called multidimensional speckle. This fact requires
Jodavid A. Ferreira +2 more
doaj +1 more source
Fast and exact quantification of motif occurrences in biological sequences
BMC Bioinformatics, 2021 Background Identification of motifs and quantification of their occurrences are important for the study of genetic diseases, gene evolution, transcription sites, and other biological mechanisms. Exact formulae for estimating count distributions of motifs
Mattia Prosperi +2 more
doaj +1 more source
Clan Structure Analysis and Rapidity Gap Probability [PDF]
, 1994 Clan structure analysis in rapidity intervals is generalized from negative binomial multiplicity distribution to the wide class of compound Poisson distributions.
A. Breakstone +31 more
core +3 more sources
Julius Kruopis – the pioneer of applied statistics in Lithuania
Lithuanian Journal of Statistics, 2023 Julius Kruopis was born on 21.02.1941 in Utena district. In 1963 he graduated from Vilnius University, Faculty of Physics and Mathematics. In 1964–1966 he worked as a trainee lecturer at the Department of Probability Theory and Number Theory of the ...
Vilijandas Bagdonavičius +3 more
doaj +3 more sources
The Jackson Queueing Network Model Built Using Poisson Measures. Application To A Bank Model
Folia Oeconomica Stetinensia, 2014 In this paper we will build a bank model using Poisson measures and Jackson queueing networks. We take into account the relationship between the Poisson and the exponential distributions, and we consider for each credit/deposit type a node where shocks ...
Ciuiu Daniel
doaj +1 more source
Compound Poisson and signed compound Poisson approximations to the Markov binomial law
, 2010 Compound Poisson distributions and signed compound Poisson measures are used for approximation of the Markov binomial distribution. The upper and lower bound estimates are obtained for the total variation, local and Wasserstein norms.
Vellaisamy, P., Čekanavičius, V.
core +1 more source
On a class of explicit Cauchy-Stieltjes transforms related to monotone stable and free Poisson laws [PDF]
, 2013 We consider a class of probability measures $\mu_{s,r}^{\alpha}$ which have explicit Cauchy-Stieltjes transforms. This class includes a symmetric beta distribution, a free Poisson law and some beta distributions as special cases.
Arizmendi, Octavio, Hasebe, Takahiro
core +2 more sources