Pages that link to "Item:Q4804881"
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The following pages link to Generalized Poisson Models and their Applications in Insurance and Finance (Q4804881):
Displaying 50 items.
- Simultaneous transformation and rounding (STAR) models for integer-valued data (Q66005) (← links)
- Modeling high-frequency non-homogeneous order flows by compound Cox processes (Q267623) (← links)
- Modeling high-frequency order flow imbalance by functional limit theorems for two-sided risk processes (Q298830) (← links)
- Product representations for random variables with Weibull distributions and their applications (Q341734) (← links)
- A note on mixture representations for the Linnik and Mittag-Leffler distributions and their applications (Q341735) (← links)
- A note on functional limit theorems for compound Cox processes (Q341802) (← links)
- Asymptotic results for over-dispersed operational risk by using the asymptotic expansion method (Q488944) (← links)
- On the accuracy of approximation of the negative binomial distribution by the gamma distribution and convergence rate of the distributions of some statistics to the Student distribution (Q493858) (← links)
- Cox process functional learning (Q500875) (← links)
- Convergence of statistics constructed from samples with random sizes to the Linnik and Mittag-Leffler distributions and their generalizations (Q526970) (← links)
- An optimal investment strategy for a stream of liabilities generated by a step process in a financial market driven by a Lévy process (Q661250) (← links)
- Limit theorems for continuous-time random walks in the double-array limit scheme (Q876832) (← links)
- Limit theorems for randomly stopped stochastic processes (Q876854) (← links)
- On normal variance-mean mixtures as limit laws for statistics with random sample sizes (Q900765) (← links)
- Modelling the mean of a doubly stochastic Poisson process by functional data analysis (Q959350) (← links)
- On the ruin probability for the Cox correlated risk model perturbed by diffusion (Q1003802) (← links)
- Stochastic successive approximation method for assessing the insolvency risk of an insurance company (Q1008370) (← links)
- Extremal limit theorems for observations separated by random power law waiting times (Q1015860) (← links)
- Probabilistic issues in the node synchronization problem for large distributed systems (Q1682837) (← links)
- Asymptotic expansion for the distribution density function of the compound Poisson process in large deviations (Q1692251) (← links)
- Limit theorems for mixed max-sum processes with renewal stopping (Q1769414) (← links)
- Random observations of marked Cox processes. Time insensitive functionals (Q1827063) (← links)
- Generalized negative binomial distributions as mixed geometric laws and related limit theorems (Q2010119) (← links)
- The study of mean-variance risky asset management with state-dependent risk aversion under regime switching market (Q2064422) (← links)
- Mean-variance asset-liability management: cointegrated assets and insurance liability (Q2253397) (← links)
- Risk process approximation with mixing (Q2284435) (← links)
- Max-compound Cox processes. I (Q2314456) (← links)
- Statistical decomposition of volatility (Q2400051) (← links)
- On fluctuations of a multivariate random walk with some applications to stock options trading and hedging (Q2426067) (← links)
- Asymptotics for ratios with applications to reinsurance (Q2644306) (← links)
- A General Multiparameter Version of Gnedenko's Transfer Theorem (Q2790685) (← links)
- An improvement of the Berry–Esseen inequality with applications to Poisson and mixed Poisson random sums (Q2866300) (← links)
- On convergence of the distributions of random sequences with independent random indexes to variance–mean mixtures (Q3186006) (← links)
- Improved Asymptotics for Ruin Probabilities (Q3193126) (← links)
- Optimal Learning with Local Nonlinear Parametric Models over Continuous Designs (Q3303989) (← links)
- Random Walk Analysis in Antagonistic Stochastic Games (Q3518304) (← links)
- Optimal Learning for Nonlinear Parametric Belief Models Over Multidimensional Continuous Spaces (Q4554064) (← links)
- Nonlinearly Perturbed Stochastic Processes and Systems (Q4562185) (← links)
- Edgeworth type expansion of ruin probability under Lévy risk processes in the small loading asymptotics (Q4576872) (← links)
- Limit Distributions for Doubly Stochastically Rarefied Renewal Processes and Their Properties (Q4602301) (← links)
- Necessary and sufficient conditions for convergence of first-rare-event-time processes for perturbed semi-Markov processes (Q4606863) (← links)
- Precise large deviations for sums of random variables with consistently varying tails (Q4819438) (← links)
- Convergence Rate Estimates in the Global CLT for Compound Mixed Poisson Distributions (Q4961765) (← links)
- A Functional Approach to Estimation of the Parameters of Generalized Negative Binomial and Gamma Distributions (Q5005576) (← links)
- Convergence in distribution for randomly stopped random fields (Q5018761) (← links)
- Calculation of the deficiency of some statistical estimators constructed from samples with random sizes (Q5226494) (← links)
- Kalman-Bucy Filtering for Linear Systems Driven by the Cox Process with Shot Noise Intensity and Its Application to the Pricing of Reinsurance Contracts (Q5312843) (← links)
- Mean-Variance Asset Liability Management with State-Dependent Risk Aversion (Q5379208) (← links)
- On Exit Times of a Multivariate Random Walk and Its Embedding in a Quasi Poisson Process (Q5488654) (← links)
- Group sequential tests: beyond exponential family models (Q6080706) (← links)
