Hospital length of stay: A cross-specialty analysis and Beta-geometric model. [PDF]
BackgroundThe typical hospital Length of Stay (LOS) distribution is known to be right-skewed, to vary considerably across Diagnosis Related Groups (DRGs), and to contain markedly high values, in significant proportions.
Nassim Dehouche +6 more
doaj +2 more sources
Power law behaviour in the saturation regime of fatality curves of the COVID-19 pandemic [PDF]
We apply a versatile growth model, whose growth rate is given by a generalised beta distribution, to describe the complex behaviour of the fatality curves of the COVID-19 disease for several countries in Europe and North America.
Giovani L. Vasconcelos +5 more
doaj +2 more sources
Randomly Stopped Sums with Generalized Subexponential Distribution
Let {ξ1,ξ2,…} be a sequence of independent possibly differently distributed random variables, defined on a probability space (Ω,F,P) with distribution functions {Fξ1,Fξ2,…}. Let η be a counting random variable independent of sequence {ξ1,ξ2,…}.
Jūratė Karasevičienė, Jonas Šiaulys
doaj +3 more sources
Product Convolution of Generalized Subexponential Distributions
Assume that ξ and η are two independent random variables with distribution functions Fξ and Fη, respectively. The distribution of a random variable ξη, denoted by Fξ⊗Fη, is called the product-convolution of Fξ and Fη.
Gustas Mikutavičius, Jonas Šiaulys
doaj +3 more sources
Ruin Probabilities with Dependence on the Number of Claims within a Fixed Time Window [PDF]
We analyse the ruin probabilities for a renewal insurance risk process with inter-arrival times depending on the claims that arrive within a fixed (past) time window. This dependence could be explained through a regenerative structure.
Corina Constantinescu +3 more
doaj +5 more sources
A note on product-convolution for generalized subexponential distributions
In this paper, we consider the stability property of the class of generalized subexponential distributions with respect to product-convolution. Assuming that the primary distribution is in the class of generalized subexponential distributions, we find ...
Dimitrios Konstantinides +2 more
doaj +2 more sources
Uniform Asymptotic Probability for Multi Renewal Risk Model with Strong Subexponential Tailed Claims [PDF]
In this paper, we study the uniform asymptotic behavior for the ruin probability in a continuous time renewal counting process. For the proposed model, we assume that the financial claims for each extreme event are compensated by a finite number of ...
Fotis Loukissas, Alex Karagrigoriou
doaj +1 more source
Estimating Tail Probabilities of Random Sums of Phase-Type Scale Mixture Random Variables
We consider the problem of estimating tail probabilities of random sums of scale mixture of phase-type distributions—a class of distributions corresponding to random variables which can be represented as a product of a non-negative but otherwise ...
Hui Yao, Thomas Taimre
doaj +1 more source
Finite-time ruin probability of a perturbed risk model with dependent main and delayed claims
This paper considers a delayed claim risk model with stochastic return and Brownian perturbation in which each main claim may be accompanied with a delayed claim occurring after a stochastic period of time, and the price process of the investment ...
Yang Yang, Xinzhi Wang, Zhimin Zhang
doaj +1 more source
Inhomogeneous Transmission and Asynchronic Mixing in the Spread of COVID-19 Epidemics
The ongoing epidemic of COVID-19 first found in China has reinforced the need to develop epidemiological models capable of describing the progression of the disease to be of use in the formulation of mitigation policies.
Carlos I. Mendoza
doaj +1 more source

