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Hedging no modelo com processo de Poisson composto
(Universidade Federal de São CarlosUFSCarPrograma Interinstitucional de Pós-Graduação em Estatística - PIPGEsCâmpus São Carlos, 2015-12-07)
The investor, that negotiate assets, is subject to economic risks of any negotiation because there is no certainty regarding the appreciation or depreciation of an asset. Here comes the futures market, where contracts can ...
On the moment characteristics for the univariate compound poisson and bivariate compound poisson processes with applications
(Universidad Nacional de Colombia, 2013)
The univariate and bivariate compound Poisson process (CPP and BCPP,respectively) ensure a better description than the homogeneous Poisson processfor clustering of events. In this paper, new explicit representations ofthe ...
Destructive weighted Poisson cure rate models
(SPRINGER, 2011)
In this paper, we develop a flexible cure rate survival model by assuming the number of competing causes of the event of interest to follow a compound weighted Poisson distribution. This model is more flexible in terms of ...
Hypo-exponential distributions and compound Poisson processes with alternating parameters
Point processes with alternating arrival rates arise in various applications, including financial modelling. We obtain explicit expressions for the distributions of these processes, i.e. for the sums ?m=1nX(m) and ...
A Bayesian destructive weighted Poisson cure rate model and an application to a cutaneous melanoma data
(SAGE PUBLICATIONS LTDLONDON, 2012-12)
In this article, we propose a new Bayesian flexible cure rate survival model, which generalises the stochastic model of Klebanov et al. [Klebanov LB, Rachev ST and Yakovlev AY. A stochastic-model of radiation carcinogenesis ...
On multivariate modifications of Cramer-Lundberg risk model with constant intensities
(2018)
The paper considers very general multivariate modifications of Cramer-Lundberg risk model. The claims can be of different types and can arrive in groups. The groups arrival processes have constant intensities. The counting ...
Directional, stabilizing, and disruptive trait selection as alternative mechanisms for plant community assembly
(Ecological Society of America, 2017-03-30)
How plant functional traits (e.g., seed mass) drive species abundance within communities remains an unsolved question. Borrowing concepts from natural selection theory, we propose that trait-abundance relationships can ...
Adaptive evolution strategy to enhance the performance of scheffersomyces stipitis for industrial cellulosic ethanol production
(Mary Ann Liebert, 2020-10)
The use of microorganisms in industrial fermentations requires robust strains tolerant to stresses that challenge its performance during the bioprocess. One approach to obtain such a strain, adaptive evolution methodology, ...