Results 21 to 30 of about 63,363 (219)
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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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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JTAM (Jurnal Teori dan Aplikasi Matematika), 2022 In this paper, an asymptotic distribution of the estimator for the variance function of a compound periodic Poisson process with power function trend is discussed.
Muhammad Wiranadi Utama +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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On large deviations for compound mixed Poisson process
Lietuvos Matematikos Rinkinys, 2013 This paper is designated for normal approximation to the distribution function of the compound mixed Poisson process taking into consideration large deviations both in the Cramér and power Linnik zones.
Aurelija Kasparavičiūtė +1 more
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A Note on a Modified Parisian Ruin Concept
Risks, 2023 Traditionally, Parisian ruin is said to occur when the insurer’s surplus process has stayed below level zero continuously for a certain grace period. Inspired by this concept, in this paper we propose a modification by assuming that once a grace period ...
Eric C. K. Cheung, Jeff T. Y. Wong
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Compound Poisson process approximation
The Annals of Probability, 2002 Point processes on the metric space \(\Gamma\) are considered. On the basis of the metric \(d_0\) on \(\Gamma\) the metric \(d_1\) on the space \({\mathcal X}\) of all finite subsets of \(\Gamma\) is defined. On the basis of the metric \(d_1\) the distance \(d_2\) between two probability measures on \({\mathcal X}\) is defined. To estimate the distance
Barbour, A. D., Månsson, Marianne
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Bivariate compound Poisson risk processes with shocks
AIP Conference Proceedings, 2023 The work is presented on Fourteenth Conference of the Euro-American Consortium for Promoting the Application of Mathematics in Technical and Natural Sciences, Albena, Bulgaria, June 22-27 ...
Jordanova, Pavlina +2 more
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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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Estimating Markov-Modulated Compound Poisson Processes [PDF]
Proceedings of the 2nd International ICST Conference on Performance Evaluation Methodologies and Tools, 2007 Hiroyuki Okamura +2 more
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