Results 31 to 40 of about 38,827 (274)
BarekengA stochastic process has an important role in modeling various real phenomena. One special form of the stochastic process is a compound Poisson process.
Ika Reskiana Adriani +2 more
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Compound Conway-Maxwell Poisson Gamma Distribution: Properties and Estimation
Austrian Journal of StatisticsThe distribution of a random sum of random events is called a compound distribution. It involves a counting (discrete) distribution to model the number of occurrences of the random event in a fixed time period and a continuous distribution to model the ...
Jahnavi Merupula, V S Vaidyanathan
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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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Conditional value-at-risk bounds for compound Poisson risks and a normal approximation
Journal of Applied Mathematics, 2003 A considerable number of equivalent formulas defining conditional value-at-risk and expected shortfall are gathered together. Then we present a simple method to bound the conditional value-at-risk of compound Poisson loss distributions under incomplete ...
Werner Hürlimann
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Gärtner–Ellis condition for squared asymptotically stationary Gaussian processes
Modern Stochastics: Theory and Applications, 2015 We establish the Gärtner–Ellis condition for the square of an asymptotically stationary Gaussian process. The same limit holds for the conditional distribution given any fixed initial point, which entails weak multiplicative ergodicity.
Marina Kleptsyna +2 more
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The Stability of the Aggregate Loss Distribution
Risks, 2018 In this article we introduce the stability analysis of a compound sum: it consists of computing the standardized variation of the survival function of the sum resulting from an infinitesimal perturbation of the common distribution of the summands ...
Riccardo Gatto
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Molecular Oncology, EarlyView.Radiotherapy (RT) response depends on the DNA repair capacity of tumor and host cells. We show that circulating tumor cell (CTC) counts and apoptosis rates before and after RT predict treatment response and outcome, which can be accessed via easily accessible liquid biopsy approaches. Created in BioRender. Wikman, H.
Yvonne Goy +10 more
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Alternative Forms of Compound Fractional Poisson Processes
Abstract and Applied Analysis, 2012 We study here different fractional versions of the compound Poisson process. The fractionality is introduced in the counting process representing the number of jumps as well as in the density of the jumps themselves.
Luisa Beghin, Claudio Macci
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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 ...
openaire +1 more source
Dementia Incidence in Individuals With Parkinson's Disease in the Framingham Heart Study
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Limited information exists on incident dementia in individuals with Parkinson's disease (PD) in US community‐based samples. We examined cognitive statuses and PD diagnoses of 183 individuals in the Framingham Heart Study (FHS) to establish incident dementia, mortality rates, associations with sex, age at PD onset, and education level.
Joshi Dookhy +11 more
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