Results 231 to 240 of about 23,250 (257)

Contaminated Exponential Dispersion Loss Models

North American Actuarial Journal, 2003
Abstract 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
openaire   +1 more source

Stationary Time Series Models with Exponential Dispersion Model Margins

Journal of Applied Probability, 1998
We 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
openaire   +2 more sources

Exponential stabilization for fractional intermittent controlled multi-group models with dispersal

Neurocomputing, 2021
Abstract 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
openaire   +1 more source

A Cape Cod Model for the Exponential Dispersion Family

SSRN Electronic Journal, 2018
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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A decomposition for the exponential dispersion model generated by the invariant measure on the hyperboloid

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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Generalized exponential‐dispersion process model for degradation analysis under nonlinear condition

Quality and Reliability Engineering International, 2021
AbstractThe 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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On Infinitely Divisible Exponential Dispersion Model Related to Poisson-Exponential Distribution

Communications in Statistics - Theory and Methods, 2007
We construct a univariate exponential dispersion model comprised of discrete infinitely divisible distributions. This model emerges in the theory of branching processes. We obtain a representation for the Levy measure of relevant distributions and characterize their laws as Poisson mixtures and/or compound Poisson distributions.
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Exponential dispersion models: Second-order minimax estimation of the mean for unknown dispersion parameter

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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Exponential stability of traveling waves in a nonlocal dispersal epidemic model with delay

Journal of Computational and Applied Mathematics, 2018
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Guo-Bao Zhang, Yan Li, Zhaosheng Feng
openaire   +3 more sources

MULTIVARIATE EXPONENTIAL DISPERSION MODELS

2013
Jørgensen, Bent, Martínez, José Raúl
openaire   +2 more sources