Results 161 to 170 of about 239,904 (190)
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Contaminated Exponential Dispersion Loss Models
North American Actuarial Journal, 2003Abstract A new family of contaminated exponential dispersion loss models is defined and some of its properties are examined. These models offer a wider family of loss distributions, allowing the modeling of extreme claims. Their usefulness is illustrated with real data.
Zinoviy M. Landsman, Udi E. Makov
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Stationary Time Series Models with Exponential Dispersion Model Margins
Journal of Applied Probability, 1998We consider a class of stationary infinite-order moving average processes with margins in the class of infinitely divisible exponential dispersion models. The processes are constructed by means of the thinning operation of Joe (1996), generalizing the binomial thinning used by McKenzie (1986, 1988) and Al-Osh and Alzaid (1987) for integer-valued time ...
Jørgensen, Bent, Song, Peter Xue-Kun
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Exponential stabilization for fractional intermittent controlled multi-group models with dispersal
Neurocomputing, 2021Abstract Multi-group models have attracted considerable attention due to their promising potential applications in various fields. In this paper, aperiodically intermittent control is designed to study the exponential stability of fractional-order multi-group models with dispersal.
Yao Xu, Teng Lin, Jiqiang Feng
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Poisson Limit Laws for Exponential Dispersion Models
Communications in Statistics - Theory and Methods, 2012Let ED = {P λ(m), m ∈ M, λ ∈ Λ} be an exponential dispersion model on ℝ d with bounded support parameterized by its domain of the means M and let Λ be its Jorgensen set. In this article, we investigate the asymptotic behavior of P λ(m), when λ tends to + ∞.
Ben Salah Nahla, Masmoudi Afif
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A Cape Cod Model for the Exponential Dispersion Family
SSRN Electronic Journal, 2018zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Adjusted -squared type measure for exponential dispersion models
Statistics and Probability Letters, 2010zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Journal of Theoretical Probability, 1993
For \(\theta = (\theta_ 0, \theta_ 1, \theta_ 2)\) and \(x=(x_ 0,x_ 1,x_ 2)\) in \(R^ 3\), define \([\theta,x]\) as \(\theta_ 0 x_ 0 - \theta_ 1x_ 1 - \theta_ 2x_ 2\), \(C\) as \([x \in R^ 3:x_ 0>0\) and \([x,x]>0]\), \(R(x)\) as \(([x,x])^{1/2}\) and \(H_ 1\) as \([x \in C:x_ 0>0\), \(R(x)=1]\). Define the measure \(\sigma\) on \(H_ 1\) such that if \(
Casalis, M., Letac, G., Massam, H.
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For \(\theta = (\theta_ 0, \theta_ 1, \theta_ 2)\) and \(x=(x_ 0,x_ 1,x_ 2)\) in \(R^ 3\), define \([\theta,x]\) as \(\theta_ 0 x_ 0 - \theta_ 1x_ 1 - \theta_ 2x_ 2\), \(C\) as \([x \in R^ 3:x_ 0>0\) and \([x,x]>0]\), \(R(x)\) as \(([x,x])^{1/2}\) and \(H_ 1\) as \([x \in C:x_ 0>0\), \(R(x)=1]\). Define the measure \(\sigma\) on \(H_ 1\) such that if \(
Casalis, M., Letac, G., Massam, H.
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Exponential-Dispersion Degradation Process Models With Random Effects and Covariates
IEEE Transactions on Reliability, 2018The exponential-dispersion (ED) process is a generalized stochastic process, including Wiener, gamma, and inverse Gaussian processes as special cases. This paper studies the reliability evaluation problem for products based on the ED process with random effects and covariates. The expectation maximization algorithm is applied to estimate the parameters
Fengjun Duan, Guan-Jun Wang
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Generalized exponential‐dispersion process model for degradation analysis under nonlinear condition
Quality and Reliability Engineering International, 2021AbstractThe regular exponential‐dispersion (ED) process with a nonlinear path can be used to model degradation processes of many products, while it has the shortage that the degradation increment is only age‐dependent, which limits its application in some circumstances. To overcome this shortage, two extensions of the ED process are suggested. For many
Fengjun Duan, Guanjun Wang
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Journal of Statistical Planning and Inference, 2006
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Bar-Lev, Shaul K., Landsman, Zinoviy
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zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Bar-Lev, Shaul K., Landsman, Zinoviy
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