Results 31 to 40 of about 19,056,268 (297)
Comparing Compound Poisson Distributions by Deficiency: Continuous-Time Case
Mathematics, 2022 In the paper, we apply a new approach to the comparison of the distributions of sums of random variables to the case of Poisson random sums. This approach was proposed in our previous work (Bening, Korolev, 2022) and is based on the concept of ...
Vladimir Bening, Victor Korolev
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Compound Conway-Maxwell Poisson Gamma Distribution: Properties and Estimation
Austrian Journal of StatisticsThe distribution of a random sum of random events is called a compound distribution. It involves a counting (discrete) distribution to model the number of occurrences of the random event in a fixed time period and a continuous distribution to model the ...
Jahnavi Merupula, V S Vaidyanathan
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On double periodic non-homogeneous poisson processes [PDF]
, 2002 Non-homogenous Poisson processes with periodic claim intensity rate are proposed as the claim counting process of risk theory. We introduce a doubly periodic Poisson model with short and long term trends, illustrated by a double-beta intensity function ...
Garrido, José, Lu, Yi
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Error Bounds for Compound Poisson Approximations of the Individual Risk Model [PDF]
ASTIN Bulletin, 1992 AbstractThe approximation of the individual risk model by a compound Poisson model plays an important role in computational risk theory. It is thus desirable to have sharp lower and upper bounds for the error resulting from this approximation if the aggregate claims distribution, related probabilities or stop-loss premiums are calculated.The aim of ...
Nelson De Pril, Jan Dhaene
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Mathematics, 2021 This paper considers the estimation of ruin probability in an insurance risk model with stochastic premium income. We first show that the ruin probability can be approximated by the complex Fourier series (CFS) expansion method.
Yujuan Huang +3 more
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Optimal Dividends for a Two-Dimensional Risk Model with Simultaneous Ruin of Both Branches
Risks, 2022 We consider the optimal dividend problem in the so-called degenerate bivariate risk model under the assumption that the surplus of one branch may become negative.
Philipp Lukas Strietzel +1 more
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Arthritis Care &Research, EarlyView.Objective We aimed to construct and evaluate the first laboratory‐based frailty index (FI‐Lab) for predicting adverse outcomes in systemic lupus erythematosus (SLE) and to compare its predictive ability to that of an existing clinical FI. Methods We used data from a single‐center prospective cohort of adult patients with SLE whose baseline visit ...
Grace Burns +2 more
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BarekengThe agricultural sector in developing countries is highly susceptible to significant losses due to weather variability and seasonal risks. Existing premium calculation methods often rely on homogeneous risk assumptions, which fail to account for claim ...
Ika Reskiana Adriani +3 more
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Conditional value-at-risk bounds for compound Poisson risks and a normal approximation
Journal of Applied Mathematics, 2003 A considerable number of equivalent formulas defining conditional value-at-risk and expected shortfall are gathered together. Then we present a simple method to bound the conditional value-at-risk of compound Poisson loss distributions under incomplete ...
Werner Hürlimann
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A Survey of the Individual Claim Size and Other Risk Factors Using Credibility Bonus-Malus Premiums
Risks, 2020 In this paper, a flexible count regression model based on a bivariate compound Poisson distribution is introduced in order to distinguish between different types of claims according to the claim size. Furthermore, it allows us to analyse the factors that
Emilio Gómez-Déniz +1 more
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