Results 41 to 50 of about 114,914 (262)
Pricing Compound and Extendible Options under Mixed Fractional Brownian Motion with Jumps
Axioms, 2019 This study deals with the problem of pricing compound options when the underlying asset follows a mixed fractional Brownian motion with jumps. An analytic formula for compound options is derived under the risk neutral measure.
Foad Shokrollahi
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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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Nanjing Hangkong Hangtian Daxue XuebaoSince future universal access transceiver 2 （UAT2） mode automatic dependent surveillance-broadcast （ADS-B） devices for low-altitude aircraft surveillance would face overlapping messages in high-traffic scenarios， this study combines probabilistic ...
TANG Xinmin, FENG Wenyuan, GUAN Xiangmin
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Mean and Variance Modeling of Under-Dispersed and Over-Dispersed Grouped Binary Data
Journal of Statistical Software, 2019 This article describes the R package BinaryEPPM and its use in determining maximum likelihood estimates of the parameters of extended Poisson process models for grouped binary data.
David M. Smith, Malcolm J. Faddy
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Properties of a Random Bipartite Geometric Associator Graph Inspired by Vehicular Networks
Entropy, 2023 We consider a point process (PP) generated by superimposing an independent Poisson point process (PPP) on each line of a 2D Poisson line process (PLP). Termed PLP-PPP, this PP is suitable for modeling networks formed on an irregular collection of lines ...
Kaushlendra Pandey +3 more
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High Health Care Utilization Preceding Diagnosis With Juvenile Idiopathic Arthritis
Arthritis Care &Research, EarlyView.Objective Although early diagnosis improves long‐term outcomes, patients with juvenile idiopathic arthritis (JIA) often experience prolonged, circuitous paths to diagnosis. To inform diagnostic improvement, we sought to characterize health care utilization in the year preceding diagnosis. Methods We identified 10,021 patients with an incident diagnosis
Anna Costello +5 more
wiley +1 more source
Bayesian adaptation in Poisson cognitive systems
Открытое образование (Москва), 2019 The aim of the study is to investigate the possibility of applying Bayesian adaptation algorithms to cognitive systems that perceive the Poisson process of external events.The method of research is the use of stochastic description and synthesis of ...
Aleksander A. Solodov
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Advanced Engineering Materials, EarlyView.This article presents the design, modeling, and characterization of air‐pressure–actuated programmable vibroacoustic metamaterials (PVAMM). The study focuses on leveraging air pressure to dynamically tune resonance frequencies for effective noise attenuation.
William Kaal +2 more
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Linear Prediction of Sum of Two Poisson Process
Ibn Al-Haitham Journal for Pure and Applied Sciences, 2017 Our goal from this work is to find the linear prediction of the sum of two Poisson process ) ( ) ( ) ( t Y t X t Z + = at the future time 0 ), ( ≥ + τ τ t Z and that is when we know the values of ) (t Z in the past time and the correlation ...
S. H. Raheem
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Second order corrections for the limits of normalized ruin times in the presence of heavy tails
Stochastic Systems, 2014 In this paper we consider a compound Poisson risk model with regularly varying claim sizes. For this model in [4] an asymptotic formula for the finite time ruin probability is provided when the time is scaled by the mean excess function. In this paper
Dominik Kortschak, Søren Asmussen
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