Results 1 to 10 of about 13,654 (302)
A Stochastic String with a Compound Poisson Process [PDF]
Abstract and Applied Analysis, 2013 We investigate a compound Poisson infinite factor diffusion model which describes the relationship between the infinite-dimension random risk resource and the corresponding stochastic process.
Sheng Fan
doaj +4 more sources
Compound Poisson process approximation [PDF]
Annals of Probability, 2002 Compound Poisson processes are often useful as approximate models, when describing the occurrence of rare events. In this paper, we develop a method for showing how close such approximations are. Our approach is to use Stein's method directly, rather than by way of declumping and a marked Poisson process; this has conceptual advantages, but entails ...
A D Barbour, Marianne Mansson
exaly +5 more sources
On the Moment Characteristics for the Univariate Compound Poisson and Bivariate Compound Poisson Processes with Applications [PDF]
Revista Colombiana de Estadística, 2013 The univariate and bivariate compound Poisson process (CPP and BCPP, respectively) ensure a better description than the homogeneous Poisson process for clustering of events.
GAMZE ÖZEL
doaj +4 more sources
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 a compound Poisson process with Poisson subordinator. We provide its probability distribution, which is expressed in terms of the Bell polynomials, and investigate in detail both the special cases in which the compound Poisson process has exponential jumps and ...
Di Crescenzo, Antonio +2 more
openaire +7 more sources
Maximum Likelihood Estimation of a Compound Poisson Process
Annals of Statistics, 1976 The problem of estimating the compounding distribution of a compound Poisson process from independent observations of the compound process has been analyzed by Tucker (1963). A maximum likelihood method is proposed. The existence, uniqueness and convergence of the resulting estimator are derived.
Simar, Léopold
exaly +5 more sources
Ruin Probability in Compound Poisson Process with Investment [PDF]
Journal of Applied Mathematics, 2012 We consider that the surplus of an insurer follows compound Poisson process and the insurer would invest its surplus in risky assets, whose prices satisfy the Black-Scholes model. In the risk process, we decompose the ruin probability into the sum of two
Yong Wu, Xiang Hu
doaj +3 more sources
Alternative Forms of Compound Fractional Poisson Processes [PDF]
Abstract and Applied Analysis, 2012 We study here different fractional versions of the compound Poisson process. The fractionality is introduced in the counting process representing the number of jumps as well as in the density of the jumps themselves.
Luisa Beghin, Claudio Macci
doaj +5 more sources
A compound poisson process for relaxing the molecular clock. [PDF]
Genetics, 2000 Abstract The molecular clock hypothesis remains an important conceptual and analytical tool in evolutionary biology despite the repeated observation that the clock hypothesis does not perfectly explain observed DNA sequence variation.
Huelsenbeck JP, Larget B, Swofford D.
europepmc +4 more sources
A Class of CTRWs: Compound Fractional Poisson Processes [PDF]
, 2011 This chapter is an attempt to present a mathematical theory of compound fractional Poisson processes. The chapter begins with the characterization of a well-known Lévy process: The compound Poisson process. The semi-Markov extension of the compound Poisson process naturally leads to the compound fractional Poisson process, where the Poisson counting ...
Enrico Scalas +4 more
openaire +6 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
doaj +1 more source