The following pages link to (Q4229047):
Displaying 50 items.
- A Sarmanov family with beta and gamma marginal distributions: an application to the Bayes premium in a collective risk model (Q257447) (← links)
- Chi-square mixture representations for the distribution of the scalar Schur complement in a noncentral Wishart matrix (Q286465) (← links)
- Transport processes with random jump rate (Q312106) (← links)
- Mixed Poisson process with Pareto mixing variable and its risk applications (Q327177) (← links)
- Boundary crossing of order statistics point processes (Q342919) (← links)
- A marked Cox model for the number of IBNR claims: theory (Q343960) (← links)
- Boundary identification for admissible variation of external and internal factors affecting robustness of fiber-optic communication systems on rail transport (Q354862) (← links)
- On the analysis of a class of loss models incorporating time dependence (Q362057) (← links)
- Modeling perceptual discrimination in dynamic noise: time-changed diffusion and release from inhibition (Q396229) (← links)
- Preservation properties of a homogeneous Poisson process stopped at an independent random time (Q419181) (← links)
- The Poisson aggregation process (Q509201) (← links)
- Lambert's \(W\), infinite divisibility and Poisson mixtures (Q633650) (← links)
- Limiting size index distributions for ball-bin models with Zipf-type frequencies (Q652589) (← links)
- A spatial mixed Poisson framework for combination of excess-of-loss and proportional reinsurance contracts (Q659093) (← links)
- Distributional analysis of a generalization of the Pólya process (Q661268) (← links)
- The structure distribution in a mixed Poisson process (Q675261) (← links)
- Compound binomial risk model in a Markovian environment (Q704419) (← links)
- A mixed Poisson model with varying element sizes (Q713730) (← links)
- A parametric model fitting time to first event for overdispersed data: application to time to relapse in multiple sclerosis (Q746130) (← links)
- A copula model for marked point processes (Q746484) (← links)
- Bounds for convergence rate in laws of large numbers for mixed Poisson random sums (Q826656) (← links)
- Simulation of stochastic demand data streams for network revenue management problems (Q858607) (← links)
- Optimal prediction of compound mixed Poisson processes (Q872089) (← links)
- Ruin probabilities for Bayesian exchangeable claims processes (Q899543) (← links)
- Decompounding random sums: a nonparametric approach (Q907021) (← links)
- Lindley distribution and its application (Q934010) (← links)
- Inferences and power analysis concerning two negative binomial distributions with an application to MRI lesion counts data (Q961199) (← links)
- Exponential families of mixed Poisson distributions (Q997013) (← links)
- Efficient and accurate approximate Bayesian inference with an application to insurance data (Q1023590) (← links)
- Scale free interval graphs (Q1035692) (← links)
- Poisson approximation of the mixed Poisson distribution with infinitely divisible mixing law (Q1036712) (← links)
- Mixed Poisson distributions tail equivalent to their mixing distributions (Q1265967) (← links)
- On mixed exponential processes and martingales (Q1280855) (← links)
- On the asymptotic behavior of mixed Poisson processes (Q1381644) (← links)
- Aging and other distributional properties of discrete compound geometric distributions (Q1413274) (← links)
- Recursive evaluation of aggregate claims distributions. (Q1413319) (← links)
- Ruin theory in a financial corporation model with credit risk. (Q1413343) (← links)
- Simple approximations of ruin probabilities (Q1584513) (← links)
- Sampling at subexponential times, with queueing applications (Q1593601) (← links)
- Discrete dispersion models and their Tweedie asymptotics (Q1622018) (← links)
- Typical distances in the directed configuration model (Q1661569) (← links)
- Patent valuation under spatial point processes with delayed and decreasing jump intensity (Q1675021) (← links)
- A note on isotropic random flights moving in mixed Poisson environments (Q1687233) (← links)
- Duality in ruin problems for ordered risk models (Q1697212) (← links)
- Large deviations approximations to distributions of the total distance of compound random walks with von Mises directions (Q1707047) (← links)
- Some results and applications of geometric counting processes (Q1739377) (← links)
- Sparse maximum-entropy random graphs with a given power-law degree distribution (Q1756545) (← links)
- Sharp estimates in signed Poisson approximation of Poisson mixtures (Q1767482) (← links)
- Improvements in the Poisson approximation of mixed Poisson distributions (Q1873086) (← links)
- Characterizations of the exponential distribution by stochastic ordering properties of the geometric compound (Q1881413) (← links)
