Results 41 to 50 of about 63,363 (219)

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

Limit theory for the Gilbert graph [PDF]

, 2016
For a given homogeneous Poisson point process in $\mathbb{R}^d$ two points are connected by an edge if their distance is bounded by a prescribed distance parameter. The behaviour of the resulting random graph, the Gilbert graph or random geometric graph,
Reitzner, Matthias, Schulte, Matthias, Thaele, Christoph   +2 more
core   +2 more sources

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

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

Strong memoryless times and rare events in Markov renewal point processes

, 2004
Let W be the number of points in (0,t] of a stationary finite-state Markov renewal point process. We derive a bound for the total variation distance between the distribution of W and a compound Poisson distribution.
Erhardsson, Torkel
core   +2 more sources

Ruin probability under compound Poisson models with random discount factor [PDF]

, 2004
In this article, we consider a compound Poisson insurance risk model with a random discount factor. This model is also known as the compound filtered Poisson model.
Ng, KW, Yang, H, Zhang, L
core   +1 more source

On a Bivariate Poisson Negative Binomial Risk Process

Biomath, 2014
In this paper we define a bivariate counting process as a compound Poisson process with bivariate negative binomial compounding distribution. We investigate some of its basic properties, recursion formulas and probability mass function.
Krasimira Kostadinova, Leda Minkova
doaj   +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

Non-Parametric Threshold Estimation for the Wiener–Poisson Risk Model

Mathematics, 2019
In this paper, we consider the Wiener−Poisson risk model, which consists of a Wiener process and a compound Poisson process. Given the discrete record of observations, we use a threshold method and a regularized Laplace inversion technique to ...
Honglong You, Yuan Gao
doaj   +1 more source