Results 11 to 20 of about 67,644 (292)

Asymptotics of Symmetric Compound Poisson Population Models [PDF]

Combinatorics, Probability and Computing, 2014
Compound Poisson population models are particular conditional branching process models. A formula for the transition probabilities of the backward process for general compound Poisson models is verified. Symmetric compound Poisson models are defined in terms of a parameter θ ∈ (0, ∞) and a power series φ with positive radiusrof convergence. It is shown
Huillet, Thierry, Moehle, Martin
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Multi-species population indices for sets of species including rare, disappearing or newly occurring species

Ecological Indicators, 2022
Multi-species indices (MSI) are widely used as ecological indicators and as instruments to inform environmental policies. Many of these indices combine species-specific estimates of relative population sizes using the geometric mean.
Fränzi Korner-Nievergelt, Nicolas Strebel, Stephen T. Buckland, Robin Freeman, Richard D. Gregory, Jérôme Guélat, Nick J.B. Isaac, Louise Mc Rae, Tobias Roth, Saskia Schirmer, Leo L. Soldaat, Petr Voříšek, Thomas Sattler   +12 more
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An explicit compound Poisson process-based shock deterioration model for reliability assessment of aging structures

Journal of Traffic and Transportation Engineering (English ed. Online), 2022
Existing structures may suffer from resistance deterioration due to repeated attacks. The modeling of resistance deterioration is a critical ingredient in the reliability assessment and service life prediction of these degraded structures. In this paper,
Cao Wang
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A bivariate survival model with compound Poisson frailty [PDF]

Statistics in Medicine, 2009
AbstractA correlated frailty model is suggested for analysis of bivariate time‐to‐event data. The model is an extension of the correlated power variance function (PVF) frailty model (correlated three‐parameter frailty model) (J. Epidemiol. Biostat. 1999; 4:53–60).
A, Wienke, S, Ripatti, J, Palmgren, A, Yashin   +3 more
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An Adapted Discrete Lindley Model Emanating from Negative Binomial Mixtures for Autoregressive Counts

Mathematics, 2022
Analysing autoregressive counts over time remains a relevant and evolving matter of interest, where oftentimes the assumption of normality is made for the error terms. In the case when data are discrete, the Poisson model may be assumed for the structure
Ané van der Merwe, Johannes T. Ferreira
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Model Uncertainty in Claims Reserving within Tweedie's Compound Poisson Models [PDF]

ASTIN Bulletin, 2009
AbstractIn this paper we examine the claims reserving problem using Tweedie's compound Poisson model. We develop the maximum likelihood and Bayesian Markov chain Monte Carlo simulation approaches to fit the model and then compare the estimated models under different scenarios.
Peters, Gareth W., Shevchenko, Pavel V., Wüthrich, Mario V.   +2 more
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Randomized observation periods for compound Poisson risk model with capital injection and barrier dividend

Advances in Difference Equations, 2021
In this paper, we model the insurance company’s surplus by a compound Poisson risk model, where the surplus process can only be observed at random observation times.
Wenguang Yu, Peng Guo, Qi Wang, Guofeng Guan, Yujuan Huang, Xinliang Yu   +5 more
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Mixtures of compound Poisson processes as models of tick-by-tick financial data [PDF]

, 2006
A model for the phenomenological description of tick-by-tick share prices in a stock exchange is introduced. It is based on mixtures of compound Poisson processes.
Allegrini, Bertram, Cox, Edelman, Engle, Engle, Enrico Scalas, Gorenflo, Lundberg, M Gelfand, Mainardi, Meerschaert, Metzler, Metzler, Montroll, Press, Raberto, Scalas, Scalas, Scalas, Scalas   +20 more
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Fitting Tweedie's Compound Poisson Model to Insurance Claims Data: Dispersion Modelling [PDF]

ASTIN Bulletin, 2002
AbstractWe reconsider the problem of producing fair and accurate tariffs based on aggregated insurance data giving numbers of claims and total costs for the claims. Jørgensen and de Souza (Scand Actuarial J., 1994) assumed Poisson arrival of claims and gamma distributed costs for individual claims.
Smyth, Gordon K., Jørgensen, Bent
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Claims Reserving Using Tweedie's Compound Poisson Model [PDF]

ASTIN Bulletin, 2003
We consider the problem of claims reserving and estimating run-off triangles. We generalize the gamma cell distributions model which leads to Tweedie's compound Poisson model. Choosing a suitable parametrization, we estimate the parameters of our model within the framework of generalized linear models (see Jørgensen-de Souza [2] and Smyth-Jørgensen [8])
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