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Compound Poisson process with a Poisson subordinator [PDF]
Journal of Applied Probability, 2015 A compound Poisson process whose randomized time is an independent Poisson process is called compound Poisson process with Poisson subordinator. We provide its probability distribution, which is expressed in terms of the Bell polynomials, and investigate
Di Crescenzo, Antonio +2 more
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Application of Compound Poisson Process in Pricing Catastrophe Bonds: A Systematic Literature Review
Mathematics, 2022 The compound Poisson process (CPP) is often used in catastrophe risk modeling, for example, aggregate loss risk modeling. Hence, CPP can be involved in pricing catastrophe bonds (CAT bonds) because it requires a catastrophe risk modeling method. However,
Sukono +5 more
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Some Compound Fractional Poisson Processes
Fractal and Fractional, 2022 In this paper, we introduce and study fractional versions of the Bell–Touchard process, the Poisson-logarithmic process and the generalized Pólya–Aeppli process.
Mostafizar Khandakar +1 more
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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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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
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Applying the compound Poisson process model to the reporting of injury-related mortality rates. [PDF]
Epidemiol Perspect Innov, 2007 Injury-related mortality rate estimates are often analyzed under the assumption that case counts follow a Poisson distribution. Certain types of injury incidents occasionally involve multiple fatalities, however, resulting in dependencies between cases ...
Kegler SR.
europepmc +2 more sources
JTAM (Jurnal Teori dan Aplikasi Matematika), 2023 This research is a follow-up research of Utama (2022) on asymptotic distribution of an estimator for variance function of a compound periodic Poisson with the power function trend.
Ade Irawan +2 more
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Cauchy: Jurnal Matematika Murni dan Aplikasi, 2022 We consider the problem of estimating the mean function of a compound cyclic Poisson process in the presence of power function trend. The objectives of this paper are: (i) to construct confidence interval for the mean function of a compound cyclic ...
Faisal Muhammad +2 more
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On convergence of the accumulated insurance claim processes to the compound Poisson process
Lietuvos Matematikos Rinkinys, 2005 Convergence of the accumulated insurance claim processes is investigated when the number of clients of insurance company depeds on time. Conditions for convergence to the compound Poisson process in the function space D[0,∞) endowed with the Skorohod M1
Rimas Banys
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Interval Kepercayaan Untuk Fungsi Nilai Harapan dan Fungsi Ragam Proses Poisson Periodik Majemuk
Jambura Journal of Mathematics, 2022 Compound cyclic Poisson process have the mean and variance functions. The objective of this paper is to construct confidence intervals for respectively the mean and variance functions of a compound cyclic Poisson process with significance level 0alpha1 ...
Auliya Fithry +2 more
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