Results 81 to 90 of about 67,644 (292)
Statistical Models for High Frequency Security Prices [PDF]
This article studies two extensions of the compound Poisson process with iid Gaussian innovations which are able to characterize important features of high frequency security prices.
Roel C.A. Oomen
core
ON THE COMPOUND POISSON RISK MODEL WITH PERIODIC CAPITAL INJECTIONS
ASTIN Bulletin, 2017 AbstractThe analysis of capital injection strategy in the literature of insurance risk models (e.g. Pafumi, 1998; Dickson and Waters, 2004) typically assumes that whenever the surplus becomes negative, the amount of shortfall is injected so that the company can continue its business forever. Recently, Nie et al. (2011) has proposed an alternative model
Zhang, Z, Cheung, ECK, Yang, H
openaire +2 more sources
Unleashing the Power of Machine Learning in Nanomedicine Formulation Development
Advanced Functional Materials, EarlyView.A random forest machine learning model is able to make predictions on nanoparticle attributes of different nanomedicines (i.e. lipid nanoparticles, liposomes, or PLGA nanoparticles) based on microfluidic formulation parameters. Machine learning models are based on a database of nanoparticle formulations, and models are able to generate unique solutions
Thomas L. Moore +7 more
wiley +1 more source
Property Claim Services by Compound Poisson Process And Inhomogeneous Levy Process
Science Journal of University of Zakho, 2018 In this paper, stochastic compound Poisson process is employed to value the catastrophic insurance options and model the claim arrival process for catastrophic events, which were written in the loss period , during which the catastrophe took place. Here,
Muhammed A.S. Murad
doaj +1 more source
Integral Options in Models with Jumps [PDF]
We present an explicit solution to the formulated in [17] optimal stopping problem for a geometric compound Poisson process with exponential jumps. The method of proof is based on reducing the initial problem to an integro-differential free-boundary ...
Pavel V. Gapeev
core
Generating Cell Surface Nucleated Hydrogels with an Artificial Membrane‐Binding Transglutaminase
Advanced Functional Materials, EarlyView.Cell‐based therapies require advanced strategies to enhance cell delivery and bioactivity. Cell membrane engineering offers an avenue to impart new functions to delivered cells to boost their viability and function. Here, an artificial membrane‐binding transglutaminase is generated and biophysically characterized.
Rosalia Cuahtecontzi Delint +6 more
wiley +1 more source
The Compound DGL/Erlang Distribution in the Collective Risk Model || La distribución compuesta DGL/Erlang en el modelo de riesgo colectivo [PDF]
Revista de Métodos Cuantitativos para la Economía y la Empresa, 2013 In this paper the analysis of the collective risk model assuming Erlang loss, when the claim frequency follows the discrete generalized Lindley distribution, is considered.
Gómez Déniz, Emilio +1 more
doaj
Random effects compound Poisson model to represent data with extra zeros
, 2009 This paper describes a compound Poisson-based random effects structure for modeling zero-inflated data. Data with large proportion of zeros are found in many fields of applied statistics, for example in ecology when trying to model and predict species ...
Etienne, Marie-Pierre +3 more
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A Compound Poisson Model for Word Occurrences in DNA Sequences
Journal of the Royal Statistical Society Series C: Applied Statistics, 2002 SummaryWe present a compound Poisson model describing the occurrence process of a set of words in a random sequence of letters. The model takes into account the frequency of the words and their overlapping structure. The model is compared with a Markov chain model in terms of fit and parsimony.
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Melt Grafting of Geometry‐Tailored Voltage Stabilizers for High‐Performance Polypropylene Insulation
Advanced Functional Materials, EarlyView.A scalable one‐step melt grafting strategy is developed to enhance the dielectric properties of isotactic polypropylene by covalently incorporating thermally stable aromatic voltage stabilizers. This solvent‐free approach improves volume resistivity and DC breakdown strength through deep trap formation and charge localization, offering a sustainable ...
Nazirul Mubin bin Normansah +9 more
wiley +1 more source