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Compound poisson models in actuarial risk theory
Journal of Econometrics, 1983Abstract This paper deals with the relationship between the Compound Poisson distribution, Bayesian uncertainty (or mixing) models and infinite divisibility. It is shown that the Compound Poisson distribution arises in many situations in the theory of risk. A large number of recent results are reviewed and some new results are given.
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IEEE Transactions on Software Engineering, 1992The probability density estimation of the number of software failures in the event of clustering or clumping of the software failures is considered. A discrete compound Poisson (CP) prediction model is proposed for the random variable X/sub rem/, which is the remaining number of software failures.
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