Results 31 to 40 of about 12,225 (260)

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, Veleva, Evelina, Mitov, Kosto   +2 more
openaire   +2 more sources

Compound Poisson point processes, concentration and oracle inequalities

Journal of Inequalities and Applications, 2019
This note aims at presenting several new theoretical results for the compound Poisson point process, which follows the work of Zhang et al. (Insur. Math. Econ. 59:325–336, 2014).
Huiming Zhang, Xiaoxu Wu
doaj   +1 more source

A Study on the Estimator Distribution for the Expected Value of a Compound Periodic Poisson Process with Power Function Trend

InPrime, 2022
This article discusses the estimation for the expected value, also called the mean function, of a compound periodic Poisson process with a power function trend.
Nurul Indah Safitri, I Wayan Mangku, Hadi Sumarno   +2 more
doaj   +1 more source

Implementasi Penggunaan Generalisasi Thinning Process pada Penduga Fungsi Ragam Proses Poisson Periodik Majemuk

Jambura Journal of Mathematics
This article implements the thinning process algorithm, which has been generalized for estimators of compound periodic Poisson processes. The use of generalizations in the algorithm has been prepared with a linear trend in the periodic elements.
Syarif Abdullah, I Wayan Mangku, Himmatul Mursyidah, Mifathul Huda, Fajri Ikhsan, Sri Istiyarti Uswatun Chasanah   +5 more
doaj   +1 more source

Optimal Layer Reinsurance for Compound Fractional Poisson Model

Discrete Dynamics in Nature and Society, 2019
In this paper, we study the optimal retentions for an insurer with a compound fractional Poisson surplus and a layer reinsurance treaty. Under the criterion of maximizing the adjustment coefficient, the closed form expressions of the optimal results are ...
Jiesong Zhang
doaj   +1 more source

ASYMPTOTIC DISTRIBUTIONS OF ESTIMATORS FOR THE MEAN AND THE VARIANCE OF A COMPOUND CYCLIC POISSON PROCESS

Barekeng
A stochastic process has an important role in modeling various real phenomena. One special form of the stochastic process is a compound Poisson process.
Ika Reskiana Adriani, I Wayan Mangku, Retno Budiarti   +2 more
doaj   +1 more source

Generalisasi Algoritma Thinning Process pada Proses Poisson Majemuk dengan Komponen Proses Poisson Nonhomogen dan Distribusi Gamma

MUST: Journal of Mathematics Education, Science and Technology, 2020
Proses Poisson majemuk (compound Poissonprocess (CPP)) adalah salah satu pengembangan dari teori stokastik yang digunakan untuk memodelkan fenomena nyata.
Syarif Abdullah, Sidik Susilo, Miftahul Huda, Nina Valentika, Sri Istiyarti Uswatun Chasanah, Agusyarif Rezka Nuha, Aswata Wisnuadji, Fajri Ikhsan, Yazid Rukmayadi   +8 more
doaj   +1 more source

Leukemia and Exposure to Potential Benzene Sources in Children From the Mexico City Metropolitan Area, 2010–2021: A Geospatial Analysis

Pediatric Blood &Cancer, EarlyView.
ABSTRACT Background Leukemia is the most common childhood cancer in Mexico, and acute lymphoblastic leukemia (ALL) is the most frequent subtype. Exposure to high concentrations of benzene has been associated with ALL incidence, particularly in urban areas. This study evaluated the relationship between distance to benzene emission sources and the number
Orlando Rivera Zurita, Norma Candelaria López Santiago, Claudia Maria García Cuellar, Karla Maldonado Silva, Nancy Reynoso Noverón, Leticia Hernández Cadena   +5 more
wiley   +1 more source

Incorporating Climate Risk into Credit Risk Modeling: An Application in Housing Finance

FinTech, 2023
This paper examines the integration of climate risks into structural credit risk models. We focus on applications in housing finance and argue that mortgage defaults due to climate disasters have different statistical features than default due to ...
Alexandra Lefevre, Agnes Tourin
doaj   +1 more source

Safety of Daprodustat for the Treatment of Chronic Kidney Disease Anemia: Final Analysis of a Multicenter Postmarketing Surveillance Study in Japan

Therapeutic Apheresis and Dialysis, EarlyView.
ABSTRACT Introduction This final analysis of a multicenter, prospective postmarketing surveillance study evaluated the safety of daprodustat in patients with chronic kidney disease anemia in routine clinical practice in Japan. Methods Patients who initiated daprodustat between September 2020 and July 2022 were registered.
Tadao Akizawa, Kyomi Kanaya, Kiyomi Aizawa, Masanori Onoki, Hirofumi Ozeki, Kazuko Suzuki, Ai Hayashi, Tomohiko Asamura   +7 more
wiley   +1 more source