Results 21 to 30 of about 233,260 (285)
Mathematics, 2023 One-sided heavy tailed distributions have been used in many engineering applications, ranging from teletraffic modelling to financial engineering. In practice, the most interesting heavy tailed distributions are those having a finite mean and a diverging
Marco Cococcioni +2 more
doaj +1 more source
The Asymptotics of Moments for the Remaining Time of Heavy-Tail Distributions
Computer Sciences & Mathematics Forum, 2023 Recent mathematical models of reliability computer systems and telecommunication networks are based on distributions with heavy tails. This paper falls into the category of exploring the classical models with heavy tails: Gnedenko–Weibull, Burr ...
Vladimir Rusev, Alexander Skorikov
doaj +1 more source
Approximation of heavy-tailed distributions via stable-driven SDEs [PDF]
Bernoulli, 2020 Constructions of numerous approximate sampling algorithms are based on the well-known fact that certain Gibbs measures are stationary distributions of ergodic stochastic differential equations (SDEs) driven by the Brownian motion. However, for some heavy-
Lu-Jing Huang +2 more
semanticscholar +1 more source
QML Estimation of GARCH(1,1) Process [PDF]
Maǧallaẗ Al-Buḥūṯ Al-Mālīyyaẗ wa Al-Tiğāriyyaẗ, 2017 In financial time series, the conventional fitting procedure (QMLE) suffers from the outlier problem. Estimation of the parameters in GARCH model, can be adversely affected by a single outlier.simulation studies will not only demonstrate the robustness ...
Mona Samy Elkhouly
doaj +1 more source
Heavy-tailed distribution of cyber-risks [PDF]
The European Physical Journal B, 2010 ISSN:1434 ...
Maillart, T., Sornette, D.
openaire +4 more sources
Generative models of simultaneously heavy-tailed distributions of interevent times on nodes and edges. [PDF]
Physical Review E, 2020 Intervals between discrete events representing human activities, as well as other types of events, often obey heavy-tailed distributions, and their impacts on collective dynamics on networks such as contagion processes have been intensively studied.
Elohim Fonseca dos Reis +2 more
semanticscholar +1 more source
Feller-Pareto and Related Distributions: Numerical Implementation and Actuarial Applications
Journal of Statistical Software, 2022 Actuaries model insurance claim amounts using heavy tailed probability distributions. They routinely need to evaluate quantities related to these distributions such as quantiles in the far right tail, moments or limited moments.
Christophe Dutang +2 more
doaj +1 more source
Heavy‐tailed log hydraulic conductivity distributions imply heavy‐tailed log velocity distributions [PDF]
Water Resources Research, 2006 Equations of contaminant transport describing non‐Gaussian dispersion of solute in heterogeneous porous media have been developed by several authors (e.g., Berkowitz and Scher (1995, 1998), Benson (1998, 2001), Berkowitz et al. (2000), and Baeumer et al. (2005)).
Matthew V. Kohlbecker +2 more
openaire +1 more source
The Exponential T-X Family of Distributions: Properties and an Application to Insurance Data
Journal of Mathematics, 2021 Heavy-tailed distributions play a prominent role in actuarial and financial sciences. In this paper, we introduce a family of distributions that we refer to as exponential T-X (ETX) family.
Zubair Ahmad +4 more
doaj +1 more source
Heavy-Tailed Distributions and Rating [PDF]
ASTIN Bulletin, 2001 AbstractIn this paper we consider the problem raised in the Astin Bulletin (1999) by Prof. Benktander at the occasion of his 80th birthday concerning the choice of an appropriate claim size distribution in connection with reinsurance rating problems. Appropriate models for large claim distributions play a central role in this matter.
J. Beirlant, G. Matthys, G. Dierckx
openaire +1 more source