Results 31 to 40 of about 13,654 (302)

Intersections of an Interval By a Difference of a Compound Poisson Process and a Compound Renewal Process [PDF]

Stochastic Models, 2009
In this article we determine the Laplace transforms of the one-boundary characteristics and the distribution of the number of intersections of a fixed interval by a difference of a compound Poisson process and a compound renewal process. The results obtained are applied for a particular case of this process, namely, for the difference of the compound ...
Kadankov, V., KADANKOVA, Tetyana, VERAVERBEKE, Noel   +2 more
openaire   +3 more sources

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. The aims of our study are, first, to modify the existing estimator to produce a new estimator
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

Pre‐analytical optimization of cell‐free DNA and extracellular vesicle‐derived DNA for mutation detection in liquid biopsies

Molecular Oncology, EarlyView.
Pre‐analytical handling critically determines liquid biopsy performance. This study defines practical best‐practice conditions for cell‐free DNA (cfDNA) and extracellular vesicle–derived DNA (evDNA), showing how processing time, storage conditions, tube type, and plasma input volume affect DNA integrity and mutation detection.
Jonas Dohmen, Lucrezia De Santis, Bret M. Stephens, Vincent Bernard, Jörg C. Kalff, Lara Braun, Phillipp Leyendecker, Johannes Röttgen, Daniel Weissinger, Anirban Maitra, Paola A. Guerrero, Alexander Semaan   +11 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