Results 1 to 10 of about 67,644 (292)
A Compound Poisson Perspective of Ewens–Pitman Sampling Model [PDF]
Mathematics, 2021 The Ewens–Pitman sampling model (EP-SM) is a distribution for random partitions of the set {1,…,n}, with n∈N, which is indexed by real parameters α and θ such that either α∈[0,1) and θ>−α, or ...
Emanuele Dolera, Stefano Favaro
doaj +5 more sources
Optimal Layer Reinsurance for Compound Fractional Poisson Model
Discrete Dynamics in Nature and Society, 2019 In this paper, we study the optimal retentions for an insurer with a compound fractional Poisson surplus and a layer reinsurance treaty. Under the criterion of maximizing the adjustment coefficient, the closed form expressions of the optimal results are ...
Jiesong Zhang
doaj +3 more sources
Compound Compound Poisson Risk Model [PDF]
, 2009 2000 Mathematics Subject Classification: 60K10, 62P05.The compound Poisson risk models are widely used in practice. In this paper the counting process in the insurance risk model is a compound Poisson process.
Minkova, Leda D.
core +2 more sources
Application of compound poisson model to estimate underreported risk of non-communicable diseases in underdeveloped areas [PDF]
One HealthBackground: Hypertension and diabetes are major components of non-communicable diseases (NCDs), with a substantial number of patients residing in underdeveloped areas.
Hongli Wan +6 more
doaj +2 more sources
Ruin probability under compound Poisson models with random discount factor [PDF]
Probability in the Engineering and Informational Sciences, 2004 In this article, we consider a compound Poisson insurance risk model with a random discount factor. This model is also known as the compound filtered Poisson model.
Ng, KW, Yang, H, Zhang, L
core +4 more sources
Zero-Inflated Patent Data Analysis Using Compound Poisson Models
Applied Sciences, 2023 A large part of big data consists of text documents such as papers, patents or articles. To analyze text data, we have to preprocess the text documents and build a structured data based on a document-word matrix using various text mining techniques. This
Sangsung Park, Sunghae Jun
doaj +2 more sources
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
doaj +1 more source
Making Tweedie’s compound Poisson model more accessible [PDF]
European Actuarial Journal, 2020 AbstractThe most commonly used regression model in general insurance pricing is the compound Poisson model with gamma claim sizes. There are two different parametrizations for this model: the Poisson-gamma parametrization and Tweedie’s compound Poisson parametrization. Insurance industry typically prefers the Poisson-gamma parametrization.
Łukasz Delong +2 more
openaire +4 more sources
Mathematical and Computational Applications, 2023 Regression models in which the response variable has a compound distribution have applications in actuarial science. For example, the aggregate claim amount in a vehicle insurance portfolio can be modeled using a compound Poisson distribution.
Jahnavi Merupula +2 more
doaj +1 more source
Compound geometric and Poisson models [PDF]
Kybernetika, 2015 Summary: Many lifetime distributions are motivated only by mathematical interest. Here, eight new families of distributions are introduced. These distributions are motivated as models for the stress of a system consisting of components working in parallel/series and each component has a fixed number of sub-components working in parallel/series ...
Hakamipour, Nooshin +2 more
openaire +2 more sources